concentration limit collateral settlement domain coverage collateral … · 2020. 6. 25. ·...

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Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Securities domain Margin Stock 1DIV 7,846 Securities domain Margin Stock 2S 55,390 Securities domain Margin Stock 2S-F 0 Securities domain Margin Stock 7UP 3,502,197 Securities domain Margin Stock 7UP-F 0 Securities domain Margin Stock 7UP-W4 0 Securities domain Margin Stock A 2,542 Securities domain Margin Stock A5 0 Securities domain Margin Stock A5-F 0 Both domains Margin Stock AAV 16,354,077 Derivatives domain Margin Stock AAV 16,354,077 Securities domain Margin Stock AAV 16,354,077 Both domains Margin Stock AAV-F 0 Derivatives domain Margin Stock AAV-F 0 Securities domain Margin Stock AAV-F 0 Securities domain Margin Stock ABFTH 1 Securities domain Margin Stock ABICO 52,501 Securities domain Margin Stock ABICO-F 0 Securities domain Margin Stock ABM 93,238 Securities domain Margin Stock ABM-F 0 Securities domain Margin Stock ABPIF 23,474 Securities domain Margin Stock ABPIF-F 0 Securities domain Margin Stock ACAP 650,062 Securities domain Margin Stock ACAP-F 0 Securities domain Margin Stock ACC 20,106 Securities domain Margin Stock ACC-F 0 Securities domain Margin Stock ACE 3,725,440 Securities domain Margin Stock ACE-F 0 Securities domain Margin Stock ACG 84,058 Securities domain Margin Stock ACG-F 0 Securities domain Margin Stock ADB 44,657 Securities domain Margin Stock ADB-F 0 Securities domain Margin Stock ADVA11C2006A 0 Concentration Limit Effective date: 1 Jul 2020

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Page 1: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Securities domain Margin Stock 1DIV 7,846Securities domain Margin Stock 2S 55,390Securities domain Margin Stock 2S-F 0Securities domain Margin Stock 7UP 3,502,197Securities domain Margin Stock 7UP-F 0Securities domain Margin Stock 7UP-W4 0Securities domain Margin Stock A 2,542Securities domain Margin Stock A5 0Securities domain Margin Stock A5-F 0Both domains Margin Stock AAV 16,354,077Derivatives domain Margin Stock AAV 16,354,077Securities domain Margin Stock AAV 16,354,077Both domains Margin Stock AAV-F 0Derivatives domain Margin Stock AAV-F 0Securities domain Margin Stock AAV-F 0Securities domain Margin Stock ABFTH 1Securities domain Margin Stock ABICO 52,501Securities domain Margin Stock ABICO-F 0Securities domain Margin Stock ABM 93,238Securities domain Margin Stock ABM-F 0Securities domain Margin Stock ABPIF 23,474Securities domain Margin Stock ABPIF-F 0Securities domain Margin Stock ACAP 650,062Securities domain Margin Stock ACAP-F 0Securities domain Margin Stock ACC 20,106Securities domain Margin Stock ACC-F 0Securities domain Margin Stock ACE 3,725,440Securities domain Margin Stock ACE-F 0Securities domain Margin Stock ACG 84,058Securities domain Margin Stock ACG-F 0Securities domain Margin Stock ADB 44,657Securities domain Margin Stock ADB-F 0Securities domain Margin Stock ADVA11C2006A 0

Concentration Limit

Effective date: 1 Jul 2020

Page 2: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock ADVANC 1,780,576Derivatives domain Margin Stock ADVANC 1,780,576Securities domain Margin Stock ADVANC 1,780,576Both domains Margin Stock ADVANC-F 709Derivatives domain Margin Stock ADVANC-F 709Securities domain Margin Stock ADVANC-F 709Securities domain Margin Stock AEC 659,953Securities domain Margin Stock AEC-F 0Both domains Margin Stock AEONTS 179,866Derivatives domain Margin Stock AEONTS 179,866Securities domain Margin Stock AEONTS 179,866Both domains Margin Stock AEONTS-F 26Derivatives domain Margin Stock AEONTS-F 26Securities domain Margin Stock AEONTS-F 26Securities domain Margin Stock AF 13,639Securities domain Margin Stock A-F 0Securities domain Margin Stock AFC 65Securities domain Margin Stock AFC-F 0Securities domain Margin Stock AF-F 0Securities domain Margin Stock AGE 493,024Securities domain Margin Stock AGE-F 0Securities domain Margin Stock AH 303,950Securities domain Margin Stock AHC 23,703Securities domain Margin Stock AHC-F 0Securities domain Margin Stock AH-F 0Securities domain Margin Stock AI 1,458,979Securities domain Margin Stock AIE 2,111,136Securities domain Margin Stock AIE-F 0Securities domain Margin Stock AI-F 0Securities domain Margin Stock AIMCG 61,931Securities domain Margin Stock AIMCG-F 73Securities domain Margin Stock AIMIRT 56,573Securities domain Margin Stock AIMIRT-F 0

Page 3: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock AIRA 4,035Securities domain Margin Stock AIRA-F 0Securities domain Margin Stock AIT 62,897Securities domain Margin Stock AIT-F 0Securities domain Margin Stock AJ 139,756Securities domain Margin Stock AJA 5,573,097Securities domain Margin Stock AJA-F 0Securities domain Margin Stock AJ-F 0Securities domain Margin Stock AKP 123,404Securities domain Margin Stock AKP-F 0Securities domain Margin Stock AKR 370,751Securities domain Margin Stock AKR-F 0Securities domain Margin Stock AKR-W1 0Securities domain Margin Stock ALL 4,453,741Securities domain Margin Stock ALLA 401,436Securities domain Margin Stock ALLA-F 0Securities domain Margin Stock ALL-F 100Securities domain Margin Stock ALT 1,385,856Securities domain Margin Stock ALT-F 0Securities domain Margin Stock ALT-W1 0Securities domain Margin Stock ALUCON 216Securities domain Margin Stock ALUCON-U 0Securities domain Margin Stock AMA 195,533Securities domain Margin Stock AMA-F 0Securities domain Margin Stock AMANAH 7,839,912Securities domain Margin Stock AMANAH-F 0Securities domain Margin Stock AMARIN 18,286Securities domain Margin Stock AMARIN-F 0Both domains Margin Stock AMATA 5,407,342Derivatives domain Margin Stock AMATA 5,407,342Securities domain Margin Stock AMATA 5,407,342Both domains Margin Stock AMATA-F 4Derivatives domain Margin Stock AMATA-F 4

Page 4: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock AMATA-F 4Securities domain Margin Stock AMATAR 23,637Securities domain Margin Stock AMATAR-F 13Securities domain Margin Stock AMATAV 29,806Securities domain Margin Stock AMATAV-F 0Securities domain Margin Stock AMC 52,580Securities domain Margin Stock AMC-F 0Securities domain Margin Stock ANAN 2,649,794Securities domain Margin Stock ANAN-F 0Both domains Margin Stock AOT 6,924,152Derivatives domain Margin Stock AOT 6,924,152Securities domain Margin Stock AOT 6,924,152Both domains Margin Stock AOT-F 3,275Derivatives domain Margin Stock AOT-F 3,275Securities domain Margin Stock AOT-F 3,275Both domains Margin Stock AP 4,316,283Derivatives domain Margin Stock AP 4,316,283Securities domain Margin Stock AP 4,316,283Securities domain Margin Stock APCO 78,591Securities domain Margin Stock APCO-F 0Securities domain Margin Stock APCS 26,252Securities domain Margin Stock APCS-F 0Securities domain Margin Stock APEX 445,783Securities domain Margin Stock APEX-F 0Securities domain Margin Stock APEX-W1 0Both domains Margin Stock AP-F 0Derivatives domain Margin Stock AP-F 0Securities domain Margin Stock AP-F 0Securities domain Margin Stock APP 221,537Securities domain Margin Stock APP-F 0Securities domain Margin Stock APURE 754,255Securities domain Margin Stock APURE-F 0Securities domain Margin Stock APURE-W2 0

Page 5: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock AQ 7,542,307Securities domain Margin Stock AQ-F 0Securities domain Margin Stock AQUA 7,158,999Securities domain Margin Stock AQUA-F 333Securities domain Margin Stock ARIN 257,696Securities domain Margin Stock ARIN-F 0Securities domain Margin Stock ARIP 79,732Securities domain Margin Stock ARIP-F 0Securities domain Margin Stock ARROW 24,584Securities domain Margin Stock ARROW-F 0Securities domain Margin Stock AS 134,124Securities domain Margin Stock ASAP 1,906,458Securities domain Margin Stock ASAP-F 0Securities domain Margin Stock ASEFA 49,727Securities domain Margin Stock ASEFA-F 0Securities domain Margin Stock AS-F 0Securities domain Margin Stock ASIA 5,254Securities domain Margin Stock ASIA-F 1Securities domain Margin Stock ASIAN 817,103Securities domain Margin Stock ASIAN-F 0Securities domain Margin Stock ASIMAR 197,322Securities domain Margin Stock ASIMAR-F 0Securities domain Margin Stock ASK 264,205Securities domain Margin Stock ASK-F 0Securities domain Margin Stock ASN 4,975Securities domain Margin Stock ASN-F 0Securities domain Margin Stock ASP 739,450Securities domain Margin Stock ASP-F 0Securities domain Margin Stock ATP30 429,063Securities domain Margin Stock ATP30-F 0Securities domain Margin Stock AU 1,580,914Securities domain Margin Stock AUCT 727,906Securities domain Margin Stock AUCT-F 0

Page 6: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock AU-F 0Securities domain Margin Stock AWC 18,664,194Securities domain Margin Stock AWC-F 890Securities domain Margin Stock AYUD 778Securities domain Margin Stock AYUD-F 0Securities domain Margin Stock B 565,882Securities domain Margin Stock B52 176,724Securities domain Margin Stock B52-F 0Both domains Margin Stock BA 821,165Derivatives domain Margin Stock BA 821,165Securities domain Margin Stock BA 821,165Both domains Margin Stock BA-F 0Derivatives domain Margin Stock BA-F 0Securities domain Margin Stock BA-F 0Securities domain Margin Stock BAFS 197,740Securities domain Margin Stock BAFS-F 0Securities domain Margin Stock BAM 35,546,939Securities domain Margin Stock BAM-F 12Both domains Margin Stock BANPU 16,308,331Derivatives domain Margin Stock BANPU 16,308,331Securities domain Margin Stock BANPU 16,308,331Both domains Margin Stock BANPU-F 136Derivatives domain Margin Stock BANPU-F 136Securities domain Margin Stock BANPU-F 136Securities domain Margin Stock BAT-3K 31Securities domain Margin Stock BAT-3K-F 0Both domains Margin Stock BAY 145,315Derivatives domain Margin Stock BAY 145,315Securities domain Margin Stock BAY 145,315Both domains Margin Stock BAY-F 0Derivatives domain Margin Stock BAY-F 0Securities domain Margin Stock BAY-F 0Both domains Margin Stock BBL 2,896,257

Page 7: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Derivatives domain Margin Stock BBL 2,896,257Securities domain Margin Stock BBL 2,896,257Both domains Margin Stock BBL-F 220,034Derivatives domain Margin Stock BBL-F 220,034Securities domain Margin Stock BBL-F 220,034Securities domain Margin Stock BC 47,986Securities domain Margin Stock BC-F 0Both domains Margin Stock BCH 2,139,255Derivatives domain Margin Stock BCH 2,139,255Securities domain Margin Stock BCH 2,139,255Both domains Margin Stock BCH-F 0Derivatives domain Margin Stock BCH-F 0Securities domain Margin Stock BCH-F 0Both domains Margin Stock BCP 819,523Derivatives domain Margin Stock BCP 819,523Securities domain Margin Stock BCP 819,523Both domains Margin Stock BCP-F 0Derivatives domain Margin Stock BCP-F 0Securities domain Margin Stock BCP-F 0Both domains Margin Stock BCPG 986,651Derivatives domain Margin Stock BCPG 986,651Securities domain Margin Stock BCPG 986,651Both domains Margin Stock BCPG-F 0Derivatives domain Margin Stock BCPG-F 0Securities domain Margin Stock BCPG-F 0Securities domain Margin Stock BCT 6,052Securities domain Margin Stock BCT-F 0Both domains Margin Stock BDMS 6,561,187Derivatives domain Margin Stock BDMS 6,561,187Securities domain Margin Stock BDMS 6,561,187Both domains Margin Stock BDMS-F 9,084Derivatives domain Margin Stock BDMS-F 9,084Securities domain Margin Stock BDMS-F 9,084

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock BEAUTY 26,381,535Derivatives domain Margin Stock BEAUTY 26,381,535Securities domain Margin Stock BEAUTY 26,381,535Securities domain Margin Stock BEAUTY-F 0Both domains Margin Stock BEC 3,572,447Derivatives domain Margin Stock BEC 3,572,447Securities domain Margin Stock BEC 3,572,447Both domains Margin Stock BEC-F 0Derivatives domain Margin Stock BEC-F 0Securities domain Margin Stock BEC-F 0Both domains Margin Stock BEM 12,963,143Derivatives domain Margin Stock BEM 12,963,143Securities domain Margin Stock BEM 12,963,143Both domains Margin Stock BEM-F 15Derivatives domain Margin Stock BEM-F 15Securities domain Margin Stock BEM-F 15Securities domain Margin Stock B-F 0Securities domain Margin Stock BFIT 790,231Securities domain Margin Stock BFIT-F 0Securities domain Margin Stock BGC 445,175Securities domain Margin Stock BGC-F 0Securities domain Margin Stock BGRI11C2006A 0Both domains Margin Stock BGRIM 3,733,868Derivatives domain Margin Stock BGRIM 3,733,868Securities domain Margin Stock BGRIM 3,733,868Both domains Margin Stock BGRIM-F 3Derivatives domain Margin Stock BGRIM-F 3Securities domain Margin Stock BGRIM-F 3Securities domain Margin Stock BGT 61,340Securities domain Margin Stock BGT-F 0Both domains Margin Stock BH 372,105Derivatives domain Margin Stock BH 372,105Securities domain Margin Stock BH 372,105

Page 9: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock BH-F 3Derivatives domain Margin Stock BH-F 3Securities domain Margin Stock BH-F 3Securities domain Margin Stock BH-P 0Securities domain Margin Stock BH-Q 0Securities domain Margin Stock BIG 2,702,840Securities domain Margin Stock BIG-F 0Securities domain Margin Stock BIZ 109,531Securities domain Margin Stock BIZ-F 0Both domains Margin Stock BJC 1,509,108Derivatives domain Margin Stock BJC 1,509,108Securities domain Margin Stock BJC 1,509,108Both domains Margin Stock BJC-F 0Derivatives domain Margin Stock BJC-F 0Securities domain Margin Stock BJC-F 0Securities domain Margin Stock BJCHI 577,230Securities domain Margin Stock BJCHI-F 0Securities domain Margin Stock BKD 14,972Securities domain Margin Stock BKD-F 0Securities domain Margin Stock BKD-W2 0Securities domain Margin Stock BKER 57,897Securities domain Margin Stock BKI 4,411Securities domain Margin Stock BKI-F 1Securities domain Margin Stock BKKCP 3,525Both domains Margin Stock BLA 307,259Derivatives domain Margin Stock BLA 307,259Securities domain Margin Stock BLA 307,259Both domains Margin Stock BLA-F 0Derivatives domain Margin Stock BLA-F 0Securities domain Margin Stock BLA-F 0Both domains Margin Stock BLAND 3,781,504Derivatives domain Margin Stock BLAND 3,781,504Securities domain Margin Stock BLAND 3,781,504

Page 10: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock BLAND-F 0Derivatives domain Margin Stock BLAND-F 0Securities domain Margin Stock BLAND-F 0Securities domain Margin Stock BLISS 0Securities domain Margin Stock BLISS-F 0Securities domain Margin Stock BM 42,364Securities domain Margin Stock BM-F 0Securities domain Margin Stock BMSCG 20,688Securities domain Margin Stock BMSCITH 68,561Securities domain Margin Stock BM-W1 0Securities domain Margin Stock BOFFICE 24,668Securities domain Margin Stock BOFFICE-F 0Securities domain Margin Stock BOL 95,769Securities domain Margin Stock BOL-F 0Both domains Margin Government Bond BOT208A 500,000Derivatives domain Margin Government Bond BOT208A 500,000Securities domain Margin Government Bond BOT208A 500,000Both domains Margin Government Bond BOT209A 500,000Derivatives domain Margin Government Bond BOT209A 500,000Securities domain Margin Government Bond BOT209A 500,000Both domains Margin Government Bond BOT20NA 500,000Derivatives domain Margin Government Bond BOT20NA 500,000Securities domain Margin Government Bond BOT20NA 500,000Both domains Margin Government Bond BOT212A 500,000Derivatives domain Margin Government Bond BOT212A 500,000Securities domain Margin Government Bond BOT212A 500,000Both domains Margin Government Bond BOT213A 500,000Derivatives domain Margin Government Bond BOT213A 500,000Securities domain Margin Government Bond BOT213A 500,000Both domains Margin Government Bond BOT215A 500,000Derivatives domain Margin Government Bond BOT215A 500,000Securities domain Margin Government Bond BOT215A 500,000Both domains Margin Government Bond BOT218A 500,000

Page 11: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Derivatives domain Margin Government Bond BOT218A 500,000Securities domain Margin Government Bond BOT218A 500,000Both domains Margin Government Bond BOT219A 500,000Derivatives domain Margin Government Bond BOT219A 500,000Securities domain Margin Government Bond BOT219A 500,000Both domains Margin Government Bond BOT21NA 500,000Derivatives domain Margin Government Bond BOT21NA 500,000Securities domain Margin Government Bond BOT21NA 500,000Both domains Margin Government Bond BOT222A 500,000Derivatives domain Margin Government Bond BOT222A 500,000Securities domain Margin Government Bond BOT222A 500,000Both domains Margin Government Bond BOT222B 500,000Derivatives domain Margin Government Bond BOT222B 500,000Securities domain Margin Government Bond BOT222B 500,000Both domains Margin Government Bond BOT223A 500,000Derivatives domain Margin Government Bond BOT223A 500,000Securities domain Margin Government Bond BOT223A 500,000Both domains Margin Government Bond BOT225A 500,000Derivatives domain Margin Government Bond BOT225A 500,000Securities domain Margin Government Bond BOT225A 500,000Both domains Margin Government Bond BOT229A 500,000Derivatives domain Margin Government Bond BOT229A 500,000Securities domain Margin Government Bond BOT229A 500,000Both domains Margin Government Bond BOT232A 500,000Derivatives domain Margin Government Bond BOT232A 500,000Securities domain Margin Government Bond BOT232A 500,000Both domains Margin Government Bond BOT233A 500,000Derivatives domain Margin Government Bond BOT233A 500,000Securities domain Margin Government Bond BOT233A 500,000Securities domain Margin Stock BPP 908,330Securities domain Margin Stock BPP-F 0Securities domain Margin Stock BR 263,396Securities domain Margin Stock BR-F 0

Page 12: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock BROCK 5,744Securities domain Margin Stock BROCK-F 0Securities domain Margin Stock BROOK 1,484,363Securities domain Margin Stock BROOK-F 0Securities domain Margin Stock BROOK-W5 0Securities domain Margin Stock BRR 43,815Securities domain Margin Stock BRR-F 0Securities domain Margin Stock BRRGIF 7,815Securities domain Margin Stock BRRGIF-F 125Securities domain Margin Stock BSBM 58,740Securities domain Margin Stock BSBM-F 0Securities domain Margin Stock BSET100 33,394Securities domain Margin Stock BSM 124,186Securities domain Margin Stock BSM-F 0Securities domain Margin Stock BTNC 623Securities domain Margin Stock BTNC-F 0Both domains Margin Stock BTS 9,942,149Derivatives domain Margin Stock BTS 9,942,149Securities domain Margin Stock BTS 9,942,149Both domains Margin Stock BTS-F 2,990Derivatives domain Margin Stock BTS-F 2,990Securities domain Margin Stock BTS-F 2,990Securities domain Margin Stock BTSGIF 1,256,481Securities domain Margin Stock BTSGIF-F 336Securities domain Margin Stock BTW 146,326Securities domain Margin Stock BTW-F 0Securities domain Margin Stock BUI 1,117Securities domain Margin Stock BUI-F 0Securities domain Margin Stock B-W3 0Securities domain Margin Stock B-W4 0Securities domain Margin Stock B-W5 0Securities domain Margin Stock BWG 13,051,280Securities domain Margin Stock BWG-F 0

Page 13: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock B-WORK 23,899Securities domain Margin Stock B-WORK-F 0Securities domain Margin Stock CAZ 179,735Securities domain Margin Stock CAZ-F 0Both domains Margin Stock CBG 1,178,329Derivatives domain Margin Stock CBG 1,178,329Securities domain Margin Stock CBG 1,178,329Both domains Margin Stock CBG-F 0Derivatives domain Margin Stock CBG-F 0Securities domain Margin Stock CBG-F 0Securities domain Margin Stock CCET 433,107Securities domain Margin Stock CCET-F 0Securities domain Margin Stock CCP 1,064,172Securities domain Margin Stock CCP-F 0Securities domain Margin Stock CEN 102,758Securities domain Margin Stock CEN-F 0Both domains Margin Stock CENTEL 1,473,426Derivatives domain Margin Stock CENTEL 1,473,426Securities domain Margin Stock CENTEL 1,473,426Both domains Margin Stock CENTEL-F 6Derivatives domain Margin Stock CENTEL-F 6Securities domain Margin Stock CENTEL-F 6Securities domain Margin Stock CFRESH 239,063Securities domain Margin Stock CFRESH-F 0Securities domain Margin Stock CGD 587,388Securities domain Margin Stock CGD-F 0Securities domain Margin Stock CGD-W4 0Securities domain Margin Stock CGH 912,700Securities domain Margin Stock CGH-F 0Securities domain Margin Stock CGH-W3 0Securities domain Margin Stock CHARAN 467Securities domain Margin Stock CHARAN-F 0Securities domain Margin Stock CHAYO 2,843,373

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock CHAYO-F 0Securities domain Margin Stock CHEWA 653,755Securities domain Margin Stock CHEWA-F 0Both domains Margin Stock CHG 6,662,562Derivatives domain Margin Stock CHG 6,662,562Securities domain Margin Stock CHG 6,662,562Both domains Margin Stock CHG-F 0Derivatives domain Margin Stock CHG-F 0Securities domain Margin Stock CHG-F 0Securities domain Margin Stock CHINA 3,803Securities domain Margin Stock CHO 1,595,039Securities domain Margin Stock CHO-F 0Securities domain Margin Stock CHOTI 105Securities domain Margin Stock CHOTI-F 0Securities domain Margin Stock CHOW 282,319Securities domain Margin Stock CHO-W2 0Securities domain Margin Stock CHOW-F 0Securities domain Margin Stock CHUO 0Securities domain Margin Stock CHUO-F 0Securities domain Margin Stock CI 29,941Securities domain Margin Stock CI-F 0Securities domain Margin Stock CIG 272,644Securities domain Margin Stock CIG-F 0Securities domain Margin Stock CIMBT 1,267,602Securities domain Margin Stock CIMBT-F 0Securities domain Margin Stock CITY 9,441Securities domain Margin Stock CITY-F 0Both domains Margin Stock CK 2,188,221Derivatives domain Margin Stock CK 2,188,221Securities domain Margin Stock CK 2,188,221Both domains Margin Stock CK-F 0Derivatives domain Margin Stock CK-F 0Securities domain Margin Stock CK-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock CKP 4,069,859Derivatives domain Margin Stock CKP 4,069,859Securities domain Margin Stock CKP 4,069,859Both domains Margin Stock CKP-F 0Derivatives domain Margin Stock CKP-F 0Securities domain Margin Stock CKP-F 0Securities domain Margin Stock CM 31,629Securities domain Margin Stock CMAN 176,677Securities domain Margin Stock CMAN-F 0Securities domain Margin Stock CMC 142,194Securities domain Margin Stock CMC-F 0Securities domain Margin Stock CM-F 0Securities domain Margin Stock CMO 181,569Securities domain Margin Stock CMO-F 0Securities domain Margin Stock CMR 34,081Securities domain Margin Stock CMR-F 0Securities domain Margin Stock CNT 108,808Securities domain Margin Stock CNT-F 0Securities domain Margin Stock COL 42,489Securities domain Margin Stock COL-F 0Securities domain Margin Stock COLOR 93,370Securities domain Margin Stock COLOR-F 0Both domains Margin Stock COM7 3,261,658Derivatives domain Margin Stock COM7 3,261,658Securities domain Margin Stock COM7 3,261,658Both domains Margin Stock COM7-F 0Derivatives domain Margin Stock COM7-F 0Securities domain Margin Stock COM7-F 0Securities domain Margin Stock COMAN 106,629Securities domain Margin Stock COMAN-F 0Securities domain Margin Stock COTTO 166,297Securities domain Margin Stock COTTO-F 0Securities domain Margin Stock CPAL11C2006A 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock CPALL 6,528,075Derivatives domain Margin Stock CPALL 6,528,075Securities domain Margin Stock CPALL 6,528,075Both domains Margin Stock CPALL-F 3,614Derivatives domain Margin Stock CPALL-F 3,614Securities domain Margin Stock CPALL-F 3,614Both domains Margin Stock CPF 9,360,311Derivatives domain Margin Stock CPF 9,360,311Securities domain Margin Stock CPF 9,360,311Both domains Margin Stock CPF-F 4,734Derivatives domain Margin Stock CPF-F 4,734Securities domain Margin Stock CPF-F 4,734Securities domain Margin Stock CPH 827Securities domain Margin Stock CPH-F 0Securities domain Margin Stock CPI 25,891Securities domain Margin Stock CPI-F 0Securities domain Margin Stock CPL 9,694Securities domain Margin Stock CPL-F 0Both domains Margin Stock CPN 2,345,429Derivatives domain Margin Stock CPN 2,345,429Securities domain Margin Stock CPN 2,345,429Securities domain Margin Stock CPN11C2006A 0Securities domain Margin Stock CPNCG 79,706Both domains Margin Stock CPN-F 0Derivatives domain Margin Stock CPN-F 0Securities domain Margin Stock CPN-F 0Securities domain Margin Stock CPNREIT 484,519Securities domain Margin Stock CPNREIT-F 0Securities domain Margin Stock CPR 97,172Securities domain Margin Stock CPR-F 0Securities domain Margin Stock CPT 261,067Securities domain Margin Stock CPT-F 0Securities domain Margin Stock CPTGF 13,939

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock CPW 655,557Securities domain Margin Stock CPW-F 0Securities domain Margin Stock CRANE 1,451,732Securities domain Margin Stock CRANE-F 0Securities domain Margin Stock CRANE-W1 0Securities domain Margin Stock CRC 4,335,481Securities domain Margin Stock CRC-F 3,903Securities domain Margin Stock CRD 70,766Securities domain Margin Stock CRD-F 0Securities domain Margin Stock CSC 3,002Securities domain Margin Stock CSC-F 0Securities domain Margin Stock CSC-P 0Securities domain Margin Stock CSC-Q 0Securities domain Margin Stock CSP 23,109Securities domain Margin Stock CSP-F 0Securities domain Margin Stock CSR 17Securities domain Margin Stock CSR-F 0Securities domain Margin Stock CSS 1,629,948Securities domain Margin Stock CSS-F 0Securities domain Margin Stock CTARAF 14,101Securities domain Margin Stock CTW 6,520Securities domain Margin Stock CTW-F 0Securities domain Margin Stock CWT 260,521Securities domain Margin Stock CWT-F 0Securities domain Margin Stock D 54,026Securities domain Margin Stock DCC 1,527,679Securities domain Margin Stock DCC-F 0Securities domain Margin Stock DCC-W1 0Securities domain Margin Stock DCON 623,764Securities domain Margin Stock DCON-F 0Securities domain Margin Stock DCORP 158,582Securities domain Margin Stock DCORP-F 0Securities domain Margin Stock DDD 87,079

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock DDD-F 0Both domains Margin Stock DELTA 236,947Derivatives domain Margin Stock DELTA 236,947Securities domain Margin Stock DELTA 236,947Securities domain Margin Stock DELTA-F 0Securities domain Margin Stock DEMCO 337,303Securities domain Margin Stock DEMCO-F 0Securities domain Margin Stock D-F 0Securities domain Margin Stock DIF 3,092,054Securities domain Margin Stock DIF-F 4,267Securities domain Margin Stock DIMET 1,570,186Securities domain Margin Stock DIMET-F 0Securities domain Margin Stock DOD 788,732Securities domain Margin Stock DOD-F 0Securities domain Margin Stock DOD-W1 0Securities domain Margin Stock DOHOME 4,060,005Securities domain Margin Stock DOHOME-F 0Securities domain Margin Stock DREIT 56,819Securities domain Margin Stock DREIT-F 174Securities domain Margin Stock DRT 134,181Securities domain Margin Stock DRT-F 0Both domains Margin Stock DTAC 1,274,298Derivatives domain Margin Stock DTAC 1,274,298Securities domain Margin Stock DTAC 1,274,298Both domains Margin Stock DTAC-F 0Derivatives domain Margin Stock DTAC-F 0Securities domain Margin Stock DTAC-F 0Securities domain Margin Stock DTC 103,013Securities domain Margin Stock DTC-F 0Securities domain Margin Stock DTCI 64Securities domain Margin Stock DTCI-F 0Securities domain Margin Stock E1VFVN3001 18,919Both domains Margin Stock EA 1,792,879

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Derivatives domain Margin Stock EA 1,792,879Securities domain Margin Stock EA 1,792,879Both domains Margin Stock EA-F 0Derivatives domain Margin Stock EA-F 0Securities domain Margin Stock EA-F 0Securities domain Margin Stock EASON 32,355Securities domain Margin Stock EASON-F 0Securities domain Margin Stock EASTW 282,775Securities domain Margin Stock EASTW-F 0Securities domain Margin Stock EBANK 1,325Securities domain Margin Stock ECF 2,240,371Securities domain Margin Stock ECF-F 0Securities domain Margin Stock ECF-W3 0Securities domain Margin Stock ECL 1,915,057Securities domain Margin Stock ECL-F 0Securities domain Margin Stock ECL-W3 0Securities domain Margin Stock ECOMM 269Securities domain Margin Stock EE 880,345Securities domain Margin Stock EE-F 0Securities domain Margin Stock EFOOD 772Securities domain Margin Stock EFORL 1,374,326Securities domain Margin Stock EFORL-F 0Securities domain Margin Stock EGATIF 313,724Securities domain Margin Stock EGATIF-F 143Both domains Margin Stock EGCO 355,101Derivatives domain Margin Stock EGCO 355,101Securities domain Margin Stock EGCO 355,101Both domains Margin Stock EGCO-F 0Derivatives domain Margin Stock EGCO-F 0Securities domain Margin Stock EGCO-F 0Securities domain Margin Stock EICT 279Securities domain Margin Stock EKH 690,373Securities domain Margin Stock EKH-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock EMC 925,955Securities domain Margin Stock EMC-F 0Securities domain Margin Stock EMC-W6 0Securities domain Margin Stock ENGY 2,376Securities domain Margin Stock ENY 659Securities domain Margin Stock EP 439,218Securities domain Margin Stock EP-F 0Both domains Margin Stock EPG 2,217,058Derivatives domain Margin Stock EPG 2,217,058Securities domain Margin Stock EPG 2,217,058Both domains Margin Stock EPG-F 0Derivatives domain Margin Stock EPG-F 0Securities domain Margin Stock EPG-F 0Securities domain Margin Stock EP-W3 0Both domains Margin Stock ERW 7,577,670Derivatives domain Margin Stock ERW 7,577,670Securities domain Margin Stock ERW 7,577,670Both domains Margin Stock ERW-F 0Derivatives domain Margin Stock ERW-F 0Securities domain Margin Stock ERW-F 0Securities domain Margin Stock ERWPF 5,283Securities domain Margin Stock ESET50 692Both domains Margin Stock ESSO 8,297,863Derivatives domain Margin Stock ESSO 8,297,863Securities domain Margin Stock ESSO 8,297,863Securities domain Margin Stock ESTAR 660,144Securities domain Margin Stock ESTAR-F 0Securities domain Margin Stock ETE 267,278Securities domain Margin Stock ETE-F 0Securities domain Margin Stock EVER 2,336,582Securities domain Margin Stock EVER-F 0Securities domain Margin Stock F&D 43Securities domain Margin Stock F&D-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock FANCY 159,713Securities domain Margin Stock FANCY-F 0Securities domain Margin Stock FE 7Securities domain Margin Stock FE-F 0Securities domain Margin Stock FLOYD 156,218Securities domain Margin Stock FLOYD-F 0Securities domain Margin Stock FMT 690Securities domain Margin Stock FMT-F 0Securities domain Margin Stock FN 1,263,436Securities domain Margin Stock FN-F 0Securities domain Margin Stock FNS 60,824Securities domain Margin Stock FNS-F 0Securities domain Margin Stock FORTH 11,969Securities domain Margin Stock FORTH-F 0Securities domain Margin Stock FPI 43,851Securities domain Margin Stock FPI-F 0Securities domain Margin Stock FPT 19,603Securities domain Margin Stock FPT-F 0Securities domain Margin Stock FSMART 199,682Securities domain Margin Stock FSMART-F 0Securities domain Margin Stock FSS 100,637Securities domain Margin Stock FSS-F 0Securities domain Margin Stock FTE 57,988Securities domain Margin Stock FTE-F 0Securities domain Margin Stock FTREIT 249,452Securities domain Margin Stock FTREIT-F 96Securities domain Margin Stock FUTUREPF 24,626Securities domain Margin Stock FUTUREPF-F 0Securities domain Margin Stock FVC 368,072Securities domain Margin Stock FVC-F 0Securities domain Margin Stock FVC-W2 0Securities domain Margin Stock GAHREIT 3,434Securities domain Margin Stock GAHREIT-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock GBX 283,188Securities domain Margin Stock GBX-F 0Securities domain Margin Stock GC 23,075Securities domain Margin Stock GCAP 1,051,331Securities domain Margin Stock GCAP-F 0Securities domain Margin Stock GC-F 0Securities domain Margin Stock GEL 1,349,321Securities domain Margin Stock GEL-F 0Securities domain Margin Stock GENCO 417,017Securities domain Margin Stock GENCO-F 0Both domains Margin Stock GFPT 1,020,241Derivatives domain Margin Stock GFPT 1,020,241Securities domain Margin Stock GFPT 1,020,241Both domains Margin Stock GFPT-F 0Derivatives domain Margin Stock GFPT-F 0Securities domain Margin Stock GFPT-F 0Securities domain Margin Stock GGC 762,792Securities domain Margin Stock GGC-F 0Securities domain Margin Stock GIFT 254,908Securities domain Margin Stock GIFT-F 0Securities domain Margin Stock GJS 1,922,270Securities domain Margin Stock GJS-F 0Securities domain Margin Stock GL 1,634,436Securities domain Margin Stock GLAND 13,508Securities domain Margin Stock GLAND-F 0Securities domain Margin Stock GLD 316,790Securities domain Margin Stock GL-F 1,456Both domains Margin Stock GLOBAL 1,954,144Derivatives domain Margin Stock GLOBAL 1,954,144Securities domain Margin Stock GLOBAL 1,954,144Both domains Margin Stock GLOBAL-F 0Derivatives domain Margin Stock GLOBAL-F 0Securities domain Margin Stock GLOBAL-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock GLOCON 2,458,612Securities domain Margin Stock GLOCON-F 0Securities domain Margin Stock GLOCON-W4 0Securities domain Margin Stock GOLD 66,693Securities domain Margin Stock GOLD-F 0Securities domain Margin Stock GOLDPF 651Securities domain Margin Stock GPI 117,215Securities domain Margin Stock GPI-F 0Both domains Margin Stock GPSC 4,176,476Derivatives domain Margin Stock GPSC 4,176,476Securities domain Margin Stock GPSC 4,176,476Securities domain Margin Stock GPSC11C2006A 0Both domains Margin Stock GPSC-F 34Derivatives domain Margin Stock GPSC-F 34Securities domain Margin Stock GPSC-F 34Securities domain Margin Stock GRAMMY 5,906Securities domain Margin Stock GRAMMY-F 0Securities domain Margin Stock GRAND 732,966Securities domain Margin Stock GRAND-F 0Securities domain Margin Stock GREEN 55,273Securities domain Margin Stock GREEN-F 0Securities domain Margin Stock GSC 86,532Securities domain Margin Stock GSC-F 0Securities domain Margin Stock GSTEEL 0Securities domain Margin Stock GSTEEL-F 0Securities domain Margin Stock GTB 275,736Securities domain Margin Stock GTB-F 0Both domains Margin Stock GULF 10,903,924Derivatives domain Margin Stock GULF 10,903,924Securities domain Margin Stock GULF 10,903,924Securities domain Margin Stock GULF11C2006A 0Both domains Margin Stock GULF-F 1,239Derivatives domain Margin Stock GULF-F 1,239

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock GULF-F 1,239Both domains Margin Stock GUNKUL 7,519,697Derivatives domain Margin Stock GUNKUL 7,519,697Securities domain Margin Stock GUNKUL 7,519,697Both domains Margin Stock GUNKUL-F 0Derivatives domain Margin Stock GUNKUL-F 0Securities domain Margin Stock GUNKUL-F 0Securities domain Margin Stock GVREIT 32,484Securities domain Margin Stock GVREIT-F 0Securities domain Margin Stock GYT 22Securities domain Margin Stock GYT-F 0Both domains Margin Stock HANA 707,267Derivatives domain Margin Stock HANA 707,267Securities domain Margin Stock HANA 707,267Securities domain Margin Stock HANA-F 0Securities domain Margin Stock HARN 87,181Securities domain Margin Stock HARN-F 0Securities domain Margin Stock HFT 567,885Securities domain Margin Stock HFT-F 0Both domains Margin Stock HMPRO 5,724,668Derivatives domain Margin Stock HMPRO 5,724,668Securities domain Margin Stock HMPRO 5,724,668Both domains Margin Stock HMPRO-F 2,822Derivatives domain Margin Stock HMPRO-F 2,822Securities domain Margin Stock HMPRO-F 2,822Securities domain Margin Stock HPF 7,623Securities domain Margin Stock HPT 218,289Securities domain Margin Stock HPT-F 0Securities domain Margin Stock HPT-W1 0Securities domain Margin Stock HREIT 78,824Securities domain Margin Stock HREIT-F 0Securities domain Margin Stock HTC 76,405Securities domain Margin Stock HTC-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock HTECH 184,569Securities domain Margin Stock HTECH-F 0Securities domain Margin Stock HUMAN 176,349Securities domain Margin Stock HUMAN-F 0Securities domain Margin Stock HYDRO 114,040Securities domain Margin Stock HYDRO-F 0Securities domain Margin Stock ICC 825Securities domain Margin Stock ICC-F 0Both domains Margin Stock ICHI 1,894,082Derivatives domain Margin Stock ICHI 1,894,082Securities domain Margin Stock ICHI 1,894,082Both domains Margin Stock ICHI-F 0Derivatives domain Margin Stock ICHI-F 0Securities domain Margin Stock ICHI-F 0Securities domain Margin Stock ICN 154,296Securities domain Margin Stock ICN-F 0Securities domain Margin Stock IFEC 0Securities domain Margin Stock IFEC-F 0Securities domain Margin Stock IFS 148,184Securities domain Margin Stock IFS-F 0Securities domain Margin Stock IHL 759,041Securities domain Margin Stock IHL-F 0Securities domain Margin Stock III 436,953Securities domain Margin Stock III-F 0Both domains Margin Government Bond ILB217A 500,000Derivatives domain Margin Government Bond ILB217A 500,000Securities domain Margin Government Bond ILB217A 500,000Both domains Margin Government Bond ILB283A 500,000Derivatives domain Margin Government Bond ILB283A 500,000Securities domain Margin Government Bond ILB283A 500,000Securities domain Margin Stock ILINK 157,771Securities domain Margin Stock ILINK-F 0Securities domain Margin Stock ILM 340,985

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock ILM-F 0Securities domain Margin Stock IMH 42,637Securities domain Margin Stock IMH-F 0Securities domain Margin Stock IMPACT 174,512Securities domain Margin Stock IMPACT-F 0Securities domain Margin Stock INET 450,172Securities domain Margin Stock INET-F 0Securities domain Margin Stock INGRS 125,042Securities domain Margin Stock INGRS-F 0Securities domain Margin Stock INOX 67,954Securities domain Margin Stock INOX-F 0Securities domain Margin Stock INSET 597,005Securities domain Margin Stock INSET-F 0Securities domain Margin Stock INSURE 115Securities domain Margin Stock INSURE-F 0Both domains Margin Stock INTUCH 3,502,682Derivatives domain Margin Stock INTUCH 3,502,682Securities domain Margin Stock INTUCH 3,502,682Both domains Margin Stock INTUCH-F 2,909Derivatives domain Margin Stock INTUCH-F 2,909Securities domain Margin Stock INTUCH-F 2,909Securities domain Margin Stock IP 517,200Securities domain Margin Stock IP-F 0Securities domain Margin Stock IRC 9,438Securities domain Margin Stock IRC-F 3Securities domain Margin Stock IRCP 184,793Securities domain Margin Stock IRCP-F 0Both domains Margin Stock IRPC 26,412,359Derivatives domain Margin Stock IRPC 26,412,359Securities domain Margin Stock IRPC 26,412,359Both domains Margin Stock IRPC-F 1,239Derivatives domain Margin Stock IRPC-F 1,239Securities domain Margin Stock IRPC-F 1,239

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock IT 31,322Both domains Margin Stock ITD 6,121,382Derivatives domain Margin Stock ITD 6,121,382Securities domain Margin Stock ITD 6,121,382Both domains Margin Stock ITD-F 3Derivatives domain Margin Stock ITD-F 3Securities domain Margin Stock ITD-F 3Securities domain Margin Stock ITEL 477,150Securities domain Margin Stock ITEL-F 0Securities domain Margin Stock ITEL-W1 0Securities domain Margin Stock IT-F 0Both domains Margin Stock IVL 6,953,953Derivatives domain Margin Stock IVL 6,953,953Securities domain Margin Stock IVL 6,953,953Securities domain Margin Stock IVL-F 0Securities domain Margin Stock J 599,682Both domains Margin Stock JAS 21,789,460Derivatives domain Margin Stock JAS 21,789,460Securities domain Margin Stock JAS 21,789,460Both domains Margin Stock JAS-F 366Derivatives domain Margin Stock JAS-F 366Securities domain Margin Stock JAS-F 366Securities domain Margin Stock JASIF 2,926,918Securities domain Margin Stock JASIF-F 638Securities domain Margin Stock JAS-W3 0Securities domain Margin Stock JCK 316,011Securities domain Margin Stock JCK-F 0Securities domain Margin Stock JCKH 20,185Securities domain Margin Stock JCKH-F 0Securities domain Margin Stock JCK-W5 0Securities domain Margin Stock JCT 85Securities domain Margin Stock JCT-F 0Securities domain Margin Stock J-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock JKN 1,509,746Securities domain Margin Stock JKN-F 0Securities domain Margin Stock JMART 2,399,838Securities domain Margin Stock JMART-F 0Securities domain Margin Stock JMT 2,424,851Securities domain Margin Stock JMT-F 0Securities domain Margin Stock JMT-W2 0Securities domain Margin Stock JSP 644,554Securities domain Margin Stock JSP-F 0Securities domain Margin Stock JTS 211,414Securities domain Margin Stock JTS-F 0Securities domain Margin Stock JUBILE 58,772Securities domain Margin Stock JUBILE-F 0Securities domain Margin Stock JUTHA 7,976Securities domain Margin Stock JUTHA-F 0Securities domain Margin Stock JUTHA-P 0Securities domain Margin Stock JUTHA-Q 0Securities domain Margin Stock J-W1 0Securities domain Margin Stock JWD 427,533Securities domain Margin Stock JWD-F 0Securities domain Margin Stock K 40,346Securities domain Margin Stock KAMART 742,033Securities domain Margin Stock KAMART-F 0Securities domain Margin Stock KASET 64,982Securities domain Margin Stock KASET-F 0Both domains Margin Stock KBANK 4,028,963Derivatives domain Margin Stock KBANK 4,028,963Securities domain Margin Stock KBANK 4,028,963Both domains Margin Stock KBANK-F 572,550Derivatives domain Margin Stock KBANK-F 572,550Securities domain Margin Stock KBANK-F 572,550Securities domain Margin Stock KBS 20,874Securities domain Margin Stock KBS-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock KC 0Securities domain Margin Stock KCAR 44,364Securities domain Margin Stock KCAR-F 0Both domains Margin Stock KCE 8,603,942Derivatives domain Margin Stock KCE 8,603,942Securities domain Margin Stock KCE 8,603,942Both domains Margin Stock KCE-F 0Derivatives domain Margin Stock KCE-F 0Securities domain Margin Stock KCE-F 0Securities domain Margin Stock KC-F 0Securities domain Margin Stock KCM 296,849Securities domain Margin Stock KCM-F 0Securities domain Margin Stock KDH 438Securities domain Margin Stock KDH-F 0Securities domain Margin Stock K-F 0Securities domain Margin Stock KGI 1,251,286Securities domain Margin Stock KGI-F 0Securities domain Margin Stock KIAT 1,597,097Securities domain Margin Stock KIAT-F 0Securities domain Margin Stock KKC 19,733Securities domain Margin Stock KKC-F 0Both domains Margin Stock KKP 1,569,345Derivatives domain Margin Stock KKP 1,569,345Securities domain Margin Stock KKP 1,569,345Both domains Margin Stock KKP-F 2Derivatives domain Margin Stock KKP-F 2Securities domain Margin Stock KKP-F 2Securities domain Margin Stock KOOL 710,806Securities domain Margin Stock KOOL-F 0Securities domain Margin Stock KPNPF 1,086Securities domain Margin Stock KSL 1,021,660Securities domain Margin Stock KSL-F 0Both domains Margin Stock KTB 10,530,335

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Derivatives domain Margin Stock KTB 10,530,335Securities domain Margin Stock KTB 10,530,335Securities domain Margin Stock KTB11C2006A 0Both domains Margin Stock KTB-F 11,578Derivatives domain Margin Stock KTB-F 11,578Securities domain Margin Stock KTB-F 11,578Securities domain Margin Stock KTB-P 0Securities domain Margin Stock KTB-Q 0Both domains Margin Stock KTC 4,615,795Derivatives domain Margin Stock KTC 4,615,795Securities domain Margin Stock KTC 4,615,795Both domains Margin Stock KTC-F 0Derivatives domain Margin Stock KTC-F 0Securities domain Margin Stock KTC-F 0Securities domain Margin Stock KTECH 0Securities domain Margin Stock KTECH-F 0Securities domain Margin Stock KTIS 28,029Securities domain Margin Stock KTIS-F 0Securities domain Margin Stock KUMWEL 184,806Securities domain Margin Stock KUMWEL-F 0Securities domain Margin Stock KUN 107,904Securities domain Margin Stock KUN-F 0Securities domain Margin Stock KWC 21Securities domain Margin Stock KWC-F 0Securities domain Margin Stock KWG 33,448Securities domain Margin Stock KWG-F 0Securities domain Margin Stock KWM 155,909Securities domain Margin Stock KWM-F 0Securities domain Margin Stock KYE 370Securities domain Margin Stock KYE-F 0Securities domain Margin Stock L&E 24,857Securities domain Margin Stock L&E-F 0Securities domain Margin Stock LALIN 75,706

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock LALIN-F 0Securities domain Margin Stock LANNA 42,793Securities domain Margin Stock LANNA-F 0Both domains Margin Government Bond LB206A 500,000Derivatives domain Margin Government Bond LB206A 500,000Securities domain Margin Government Bond LB206A 500,000Both domains Margin Government Bond LB213A 500,000Derivatives domain Margin Government Bond LB213A 500,000Securities domain Margin Government Bond LB213A 500,000Both domains Margin Government Bond LB214A 500,000Derivatives domain Margin Government Bond LB214A 500,000Securities domain Margin Government Bond LB214A 500,000Both domains Margin Government Bond LB21DA 500,000Derivatives domain Margin Government Bond LB21DA 500,000Securities domain Margin Government Bond LB21DA 500,000Both domains Margin Government Bond LB226A 500,000Derivatives domain Margin Government Bond LB226A 500,000Securities domain Margin Government Bond LB226A 500,000Both domains Margin Government Bond LB22DA 500,000Derivatives domain Margin Government Bond LB22DA 500,000Securities domain Margin Government Bond LB22DA 500,000Both domains Margin Government Bond LB22NA 500,000Derivatives domain Margin Government Bond LB22NA 500,000Securities domain Margin Government Bond LB22NA 500,000Both domains Margin Government Bond LB233A 500,000Derivatives domain Margin Government Bond LB233A 500,000Securities domain Margin Government Bond LB233A 500,000Both domains Margin Government Bond LB236A 500,000Derivatives domain Margin Government Bond LB236A 500,000Securities domain Margin Government Bond LB236A 500,000Both domains Margin Government Bond LB23DA 500,000Derivatives domain Margin Government Bond LB23DA 500,000Securities domain Margin Government Bond LB23DA 500,000

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Government Bond LB244A 500,000Derivatives domain Margin Government Bond LB244A 500,000Securities domain Margin Government Bond LB244A 500,000Both domains Margin Government Bond LB24DA 500,000Derivatives domain Margin Government Bond LB24DA 500,000Securities domain Margin Government Bond LB24DA 500,000Both domains Margin Government Bond LB24DB 500,000Derivatives domain Margin Government Bond LB24DB 500,000Securities domain Margin Government Bond LB24DB 500,000Both domains Margin Government Bond LB25DA 500,000Derivatives domain Margin Government Bond LB25DA 500,000Securities domain Margin Government Bond LB25DA 500,000Both domains Margin Government Bond LB267A 500,000Derivatives domain Margin Government Bond LB267A 500,000Securities domain Margin Government Bond LB267A 500,000Both domains Margin Government Bond LB26DA 500,000Derivatives domain Margin Government Bond LB26DA 500,000Securities domain Margin Government Bond LB26DA 500,000Both domains Margin Government Bond LB27DA 500,000Derivatives domain Margin Government Bond LB27DA 500,000Securities domain Margin Government Bond LB27DA 500,000Both domains Margin Government Bond LB283A 500,000Derivatives domain Margin Government Bond LB283A 500,000Securities domain Margin Government Bond LB283A 500,000Both domains Margin Government Bond LB28DA 500,000Derivatives domain Margin Government Bond LB28DA 500,000Securities domain Margin Government Bond LB28DA 500,000Both domains Margin Government Bond LB296A 500,000Derivatives domain Margin Government Bond LB296A 500,000Securities domain Margin Government Bond LB296A 500,000Both domains Margin Government Bond LB29DA 500,000Derivatives domain Margin Government Bond LB29DA 500,000Securities domain Margin Government Bond LB29DA 500,000

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Government Bond LB316A 500,000Derivatives domain Margin Government Bond LB316A 500,000Securities domain Margin Government Bond LB316A 500,000Both domains Margin Government Bond LB326A 500,000Derivatives domain Margin Government Bond LB326A 500,000Securities domain Margin Government Bond LB326A 500,000Both domains Margin Government Bond LB356A 500,000Derivatives domain Margin Government Bond LB356A 500,000Securities domain Margin Government Bond LB356A 500,000Both domains Margin Government Bond LB366A 500,000Derivatives domain Margin Government Bond LB366A 500,000Securities domain Margin Government Bond LB366A 500,000Both domains Margin Government Bond LB383A 500,000Derivatives domain Margin Government Bond LB383A 500,000Securities domain Margin Government Bond LB383A 500,000Both domains Margin Government Bond LB386A 500,000Derivatives domain Margin Government Bond LB386A 500,000Securities domain Margin Government Bond LB386A 500,000Both domains Margin Government Bond LB396A 500,000Derivatives domain Margin Government Bond LB396A 500,000Securities domain Margin Government Bond LB396A 500,000Both domains Margin Government Bond LB406A 500,000Derivatives domain Margin Government Bond LB406A 500,000Securities domain Margin Government Bond LB406A 500,000Both domains Margin Government Bond LB416A 500,000Derivatives domain Margin Government Bond LB416A 500,000Securities domain Margin Government Bond LB416A 500,000Both domains Margin Government Bond LB446A 500,000Derivatives domain Margin Government Bond LB446A 500,000Securities domain Margin Government Bond LB446A 500,000Both domains Margin Government Bond LB466A 500,000Derivatives domain Margin Government Bond LB466A 500,000Securities domain Margin Government Bond LB466A 500,000

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Government Bond LB496A 500,000Derivatives domain Margin Government Bond LB496A 500,000Securities domain Margin Government Bond LB496A 500,000Both domains Margin Government Bond LB616A 500,000Derivatives domain Margin Government Bond LB616A 500,000Securities domain Margin Government Bond LB616A 500,000Both domains Margin Government Bond LB666A 500,000Derivatives domain Margin Government Bond LB666A 500,000Securities domain Margin Government Bond LB666A 500,000Both domains Margin Government Bond LB676A 500,000Derivatives domain Margin Government Bond LB676A 500,000Securities domain Margin Government Bond LB676A 500,000Both domains Margin Government Bond LBA37DA 500,000Derivatives domain Margin Government Bond LBA37DA 500,000Securities domain Margin Government Bond LBA37DA 500,000Securities domain Margin Stock LDC 98,306Securities domain Margin Stock LDC-F 0Securities domain Margin Stock LEE 47,944Securities domain Margin Stock LEE-F 380Both domains Margin Stock LH 9,865,379Derivatives domain Margin Stock LH 9,865,379Securities domain Margin Stock LH 9,865,379Both domains Margin Stock LH-F 3,603Derivatives domain Margin Stock LH-F 3,603Securities domain Margin Stock LH-F 3,603Securities domain Margin Stock LHFG 746,893Securities domain Margin Stock LHFG-F 0Securities domain Margin Stock LHHOTEL 42,695Securities domain Margin Stock LHHOTEL-F 0Securities domain Margin Stock LHK 65,415Securities domain Margin Stock LHK-F 0Securities domain Margin Stock LHPF 10,187Securities domain Margin Stock LHPF-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock LHSC 29,230Securities domain Margin Stock LHSC-F 0Securities domain Margin Stock LIT 202,143Securities domain Margin Stock LIT-F 0Securities domain Margin Stock LIT-W1 0Securities domain Margin Stock LOXLEY 2,150,994Securities domain Margin Stock LOXLEY-F 0Securities domain Margin Stock LPH 74,320Securities domain Margin Stock LPH-F 0Both domains Margin Stock LPN 5,327,810Derivatives domain Margin Stock LPN 5,327,810Securities domain Margin Stock LPN 5,327,810Both domains Margin Stock LPN-F 0Derivatives domain Margin Stock LPN-F 0Securities domain Margin Stock LPN-F 0Securities domain Margin Stock LRH 941Securities domain Margin Stock LRH-F 0Securities domain Margin Stock LST 87,239Securities domain Margin Stock LST-F 0Securities domain Margin Stock LUXF 4,741Securities domain Margin Stock LVT 7,168,771Securities domain Margin Stock LVT-F 0Securities domain Margin Stock M 181,521Securities domain Margin Stock MACO 4,338,488Securities domain Margin Stock MACO-F 0Securities domain Margin Stock MACO-W2 0Both domains Margin Stock MAJOR 1,230,425Derivatives domain Margin Stock MAJOR 1,230,425Securities domain Margin Stock MAJOR 1,230,425Both domains Margin Stock MAJOR-F 0Derivatives domain Margin Stock MAJOR-F 0Securities domain Margin Stock MAJOR-F 0Securities domain Margin Stock MAKRO 243,405

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock MAKRO-F 0Securities domain Margin Stock MALEE 204,003Securities domain Margin Stock MALEE-F 0Securities domain Margin Stock MANRIN 132Securities domain Margin Stock MANRIN-F 0Securities domain Margin Stock MATCH 299,725Securities domain Margin Stock MATCH-F 0Securities domain Margin Stock MATI 464Securities domain Margin Stock MATI-F 0Securities domain Margin Stock MAX 16,525,356Securities domain Margin Stock MAX-F 0Securities domain Margin Stock MBAX 70,619Securities domain Margin Stock MBAX-F 0Securities domain Margin Stock MBK 603,417Securities domain Margin Stock MBKET 60,989Securities domain Margin Stock MBKET-F 0Securities domain Margin Stock MBK-F 0Securities domain Margin Stock MC 701,110Securities domain Margin Stock MC-F 0Securities domain Margin Stock M-CHAI 159Securities domain Margin Stock M-CHAI-F 0Securities domain Margin Stock MCOT 159,570Securities domain Margin Stock MCOT-F 0Securities domain Margin Stock MCS 417,564Securities domain Margin Stock MCS-F 6Securities domain Margin Stock MDX 125,015Securities domain Margin Stock MDX-F 0Both domains Margin Stock MEGA 516,580Derivatives domain Margin Stock MEGA 516,580Securities domain Margin Stock MEGA 516,580Securities domain Margin Stock META 6,915,517Securities domain Margin Stock META-F 0Securities domain Margin Stock META-W4 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock METCO 930Securities domain Margin Stock METCO-F 0Securities domain Margin Stock M-F 0Securities domain Margin Stock MFC 8,411Securities domain Margin Stock MFC-F 0Securities domain Margin Stock MFEC 115,239Securities domain Margin Stock MFEC-F 0Securities domain Margin Stock MGE 0Securities domain Margin Stock MGT 34,252Securities domain Margin Stock MGT-F 0Securities domain Margin Stock MIDA 128,737Securities domain Margin Stock MIDA-F 0Securities domain Margin Stock M-II 327Securities domain Margin Stock MILL 178,498Securities domain Margin Stock MILL-F 0Securities domain Margin Stock MILL-W4 0Securities domain Margin Stock MILL-W5 0Both domains Margin Stock MINT 17,953,966Derivatives domain Margin Stock MINT 17,953,966Securities domain Margin Stock MINT 17,953,966Both domains Margin Stock MINT-F 1,070Derivatives domain Margin Stock MINT-F 1,070Securities domain Margin Stock MINT-F 1,070Securities domain Margin Stock MINT-W6 0Securities domain Margin Stock MIPF 8Securities domain Margin Stock MIT 1,274Securities domain Margin Stock MIT-F 0Securities domain Margin Stock MITSIB 320,874Securities domain Margin Stock MITSIB-F 0Securities domain Margin Stock MJD 305,442Securities domain Margin Stock MJD-F 0Securities domain Margin Stock MJLF 12,384Securities domain Margin Stock MK 132,835

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock MK-F 0Securities domain Margin Stock ML 68,542Securities domain Margin Stock ML-F 0Securities domain Margin Stock MM 11,957Securities domain Margin Stock MM-F 0Securities domain Margin Stock MNIT 2,464Securities domain Margin Stock MNIT2 739Securities domain Margin Stock MNRF 2,291Securities domain Margin Stock MODERN 98,044Securities domain Margin Stock MODERN-F 0Securities domain Margin Stock MONO 2,751,530Securities domain Margin Stock MONO-F 0Securities domain Margin Stock MOONG 123,822Securities domain Margin Stock MOONG-F 0Securities domain Margin Stock MORE 6,569,880Securities domain Margin Stock MORE-F 0Securities domain Margin Stock M-PAT 552Securities domain Margin Stock MPG 82,327Securities domain Margin Stock MPG-F 0Securities domain Margin Stock MPIC 6,178Securities domain Margin Stock MPIC-F 0Securities domain Margin Stock MSC 18,689Securities domain Margin Stock MSC-F 0Securities domain Margin Stock M-STOR 2,164Both domains Margin Stock MTC 3,248,163Derivatives domain Margin Stock MTC 3,248,163Securities domain Margin Stock MTC 3,248,163Both domains Margin Stock MTC-F 0Derivatives domain Margin Stock MTC-F 0Securities domain Margin Stock MTC-F 0Securities domain Margin Stock MTI 2,497Securities domain Margin Stock MTI-F 0Securities domain Margin Stock MVP 139,383

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock MVP-F 0Securities domain Margin Stock NBC 57,348Securities domain Margin Stock NBC-F 0Securities domain Margin Stock NC 1,393Securities domain Margin Stock NC-F 0Securities domain Margin Stock NCH 50,272Securities domain Margin Stock NCH-F 0Securities domain Margin Stock NCL 114,852Securities domain Margin Stock NCL-F 0Securities domain Margin Stock NDR 59,768Securities domain Margin Stock NDR-F 0Securities domain Margin Stock NEP 293,757Securities domain Margin Stock NEP-F 0Securities domain Margin Stock NER 10,169,245Securities domain Margin Stock NER-F 0Securities domain Margin Stock NETBAY 70,448Securities domain Margin Stock NETBAY-F 0Securities domain Margin Stock NEW 9Securities domain Margin Stock NEW-F 0Securities domain Margin Stock NEWS 3,760,302Securities domain Margin Stock NEWS-F 0Securities domain Margin Stock NEWS-W6 0Securities domain Margin Stock NEX 1,780,782Securities domain Margin Stock NEX-F 0Securities domain Margin Stock NFC 1,891Securities domain Margin Stock NFC-F 0Securities domain Margin Stock NFC-W1 0Securities domain Margin Stock NINE 9,816Securities domain Margin Stock NINE-F 0Securities domain Margin Stock NKI 62Securities domain Margin Stock NKI-F 0Securities domain Margin Stock NMG 0Securities domain Margin Stock NMG-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock NNCL 153,863Securities domain Margin Stock NNCL-F 0Securities domain Margin Stock NOBLE 472,753Securities domain Margin Stock NOBLE-F 0Securities domain Margin Stock NOK 138,004Securities domain Margin Stock NOK-F 0Securities domain Margin Stock NPK 1,269Securities domain Margin Stock NPK-F 0Securities domain Margin Stock NSI 389Securities domain Margin Stock NSI-F 0Securities domain Margin Stock NTV 3,705Securities domain Margin Stock NTV-F 0Securities domain Margin Stock NUSA 3,461,807Securities domain Margin Stock NUSA-F 0Securities domain Margin Stock NVD 125,148Securities domain Margin Stock NVD-F 0Securities domain Margin Stock NVD-W1 0Securities domain Margin Stock NWR 2,257,828Securities domain Margin Stock NWR-F 0Securities domain Margin Stock NYT 636,728Securities domain Margin Stock NYT-F 0Securities domain Margin Stock OCC 209Securities domain Margin Stock OCC-F 0Securities domain Margin Stock OCEAN 389,920Securities domain Margin Stock OCEAN-F 0Securities domain Margin Stock OCEAN-W3 0Securities domain Margin Stock OGC 93Securities domain Margin Stock OGC-F 0Securities domain Margin Stock OHTL 43Securities domain Margin Stock OHTL-F 0Securities domain Margin Stock OISHI 7,770Securities domain Margin Stock OISHI-F 0Both domains Margin Stock ORI 3,178,744

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Derivatives domain Margin Stock ORI 3,178,744Securities domain Margin Stock ORI 3,178,744Both domains Margin Stock ORI-F 0Derivatives domain Margin Stock ORI-F 0Securities domain Margin Stock ORI-F 0Securities domain Margin Stock ORI-W1 0Securities domain Margin Stock OSP 1,632,899Securities domain Margin Stock OSP-F 0Securities domain Margin Stock OTO 71,499Securities domain Margin Stock OTO-F 0Securities domain Margin Stock PACE 2,325,415Securities domain Margin Stock PACE-F 0Securities domain Margin Stock PACE-W2 0Securities domain Margin Stock PACE-W3 0Securities domain Margin Stock PAE 0Securities domain Margin Stock PAE-F 0Securities domain Margin Stock PAF 89,610Securities domain Margin Stock PAF-F 0Securities domain Margin Stock PAP 26,830Securities domain Margin Stock PAP-F 0Securities domain Margin Stock PATO 7,103Securities domain Margin Stock PATO-F 0Securities domain Margin Stock PB 1,651Securities domain Margin Stock PB-F 0Securities domain Margin Stock PCSGH 12,914Securities domain Margin Stock PCSGH-F 0Securities domain Margin Stock PDG 24,118Securities domain Margin Stock PDG-F 0Securities domain Margin Stock PDI 113,245Securities domain Margin Stock PDI-F 0Securities domain Margin Stock PDI-W1 0Securities domain Margin Stock PDJ 135,772Securities domain Margin Stock PDJ-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock PDJ-W4 0Securities domain Margin Stock PE 53,841Securities domain Margin Stock PE-F 0Securities domain Margin Stock PERM 368,278Securities domain Margin Stock PERM-F 0Securities domain Margin Stock PERM-W1 0Securities domain Margin Stock PF 21,154,656Securities domain Margin Stock PF-F 0Securities domain Margin Stock PG 366Securities domain Margin Stock PG-F 0Securities domain Margin Stock PHOL 276,213Securities domain Margin Stock PHOL-F 0Securities domain Margin Stock PICO 1,214Securities domain Margin Stock PICO-F 0Securities domain Margin Stock PIMO 1,072,291Securities domain Margin Stock PIMO-F 0Securities domain Margin Stock PJW 274,122Securities domain Margin Stock PJW-F 0Securities domain Margin Stock PK 42,184Securities domain Margin Stock PK-F 0Securities domain Margin Stock PK-P 0Securities domain Margin Stock PK-Q 0Securities domain Margin Stock PL 121,814Both domains Margin Stock PLANB 9,391,505Derivatives domain Margin Stock PLANB 9,391,505Securities domain Margin Stock PLANB 9,391,505Both domains Margin Stock PLANB-F 0Derivatives domain Margin Stock PLANB-F 0Securities domain Margin Stock PLANB-F 0Securities domain Margin Stock PLANET 28,577Securities domain Margin Stock PLANET-F 0Securities domain Margin Stock PLAT 627,875Securities domain Margin Stock PLAT-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock PLE 1,173,953Securities domain Margin Stock PLE-F 0Securities domain Margin Stock PL-F 0Securities domain Margin Stock PM 117,716Securities domain Margin Stock PM-F 0Securities domain Margin Stock PMTA 1,061Securities domain Margin Stock PMTA-F 0Securities domain Margin Stock POLAR 0Securities domain Margin Stock POLAR-F 0Securities domain Margin Stock POMPUI 0Securities domain Margin Stock POMPUI-F 0Securities domain Margin Stock POPF 29,565Securities domain Margin Stock PORT 1,030,489Securities domain Margin Stock PORT-F 0Securities domain Margin Stock PORT-W1 0Securities domain Margin Stock POST 866Securities domain Margin Stock POST-F 0Securities domain Margin Stock PPF 5,038Securities domain Margin Stock PPM 32,669Securities domain Margin Stock PPM-F 0Securities domain Margin Stock PPP 102,848Securities domain Margin Stock PPP-F 0Securities domain Margin Stock PPPM 212,788Securities domain Margin Stock PPPM-F 0Securities domain Margin Stock PPPM-W4 0Securities domain Margin Stock PPS 242,229Securities domain Margin Stock PPS-F 0Securities domain Margin Stock PR9 194,542Securities domain Margin Stock PR9-F 0Securities domain Margin Stock PRAKIT 8,030Securities domain Margin Stock PRAKIT-F 0Securities domain Margin Stock PREB 56,800Securities domain Margin Stock PREB-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock PRECHA 20,069Securities domain Margin Stock PRECHA-F 0Securities domain Margin Stock PRG 662Securities domain Margin Stock PRG-F 0Securities domain Margin Stock PRIME 1,032,672Securities domain Margin Stock PRIME-F 0Securities domain Margin Stock PRIME-W1 0Securities domain Margin Stock PRIME-W2 0Securities domain Margin Stock PRIN 132,747Securities domain Margin Stock PRINC 893,760Securities domain Margin Stock PRINC-F 0Securities domain Margin Stock PRIN-F 0Both domains Margin Stock PRM 4,069,255Derivatives domain Margin Stock PRM 4,069,255Securities domain Margin Stock PRM 4,069,255Both domains Margin Stock PRM-F 0Derivatives domain Margin Stock PRM-F 0Securities domain Margin Stock PRM-F 0Securities domain Margin Stock PRO 0Securities domain Margin Stock PRO-F 0Securities domain Margin Stock PROUD 15,269Securities domain Margin Stock PROUD-F 0Securities domain Margin Stock PROUD-W2 0Both domains Margin Stock PSH 561,349Derivatives domain Margin Stock PSH 561,349Securities domain Margin Stock PSH 561,349Both domains Margin Stock PSH-F 0Derivatives domain Margin Stock PSH-F 0Securities domain Margin Stock PSH-F 0Both domains Margin Stock PSL 5,052,525Derivatives domain Margin Stock PSL 5,052,525Securities domain Margin Stock PSL 5,052,525Both domains Margin Stock PSL-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Derivatives domain Margin Stock PSL-F 0Securities domain Margin Stock PSL-F 0Securities domain Margin Stock PSTC 6,402,505Securities domain Margin Stock PSTC-F 0Securities domain Margin Stock PT 71,981Securities domain Margin Stock PT-F 0Both domains Margin Stock PTG 4,740,155Derivatives domain Margin Stock PTG 4,740,155Securities domain Margin Stock PTG 4,740,155Both domains Margin Stock PTG-F 0Derivatives domain Margin Stock PTG-F 0Securities domain Margin Stock PTG-F 0Securities domain Margin Stock PTL 436,245Securities domain Margin Stock PTL-F 0Both domains Margin Stock PTT 19,428,604Derivatives domain Margin Stock PTT 19,428,604Securities domain Margin Stock PTT 19,428,604Both domains Margin Stock PTTEP 4,951,330Derivatives domain Margin Stock PTTEP 4,951,330Securities domain Margin Stock PTTEP 4,951,330Both domains Margin Stock PTTEP-F 229Derivatives domain Margin Stock PTTEP-F 229Securities domain Margin Stock PTTEP-F 229Both domains Margin Stock PTT-F 9,263Derivatives domain Margin Stock PTT-F 9,263Securities domain Margin Stock PTT-F 9,263Both domains Margin Stock PTTGC 7,233,931Derivatives domain Margin Stock PTTGC 7,233,931Securities domain Margin Stock PTTGC 7,233,931Both domains Margin Stock PTTGC-F 0Derivatives domain Margin Stock PTTGC-F 0Securities domain Margin Stock PTTGC-F 0Securities domain Margin Stock PYLON 457,055

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock PYLON-F 0Securities domain Margin Stock Q-CON 3,123Securities domain Margin Stock Q-CON-F 0Both domains Margin Stock QH 9,568,035Derivatives domain Margin Stock QH 9,568,035Securities domain Margin Stock QH 9,568,035Both domains Margin Stock QH-F 18,342Derivatives domain Margin Stock QH-F 18,342Securities domain Margin Stock QH-F 18,342Securities domain Margin Stock QHHR 18,129Securities domain Margin Stock QHHR-F 0Securities domain Margin Stock QHOP 9,336Securities domain Margin Stock QHPF 63,787Securities domain Margin Stock QLT 13,351Securities domain Margin Stock QLT-F 0Securities domain Margin Stock QTC 38,858Securities domain Margin Stock QTC-F 0Securities domain Margin Stock RAM 1,015Securities domain Margin Stock RAM-F 0Both domains Margin Stock RATCH 1,391,566Derivatives domain Margin Stock RATCH 1,391,566Securities domain Margin Stock RATCH 1,391,566Both domains Margin Stock RATCH-F 0Derivatives domain Margin Stock RATCH-F 0Securities domain Margin Stock RATCH-F 0Securities domain Margin Stock RBF 6,924,984Securities domain Margin Stock RBF-F 0Securities domain Margin Stock RCI 5,425Securities domain Margin Stock RCI-F 0Securities domain Margin Stock RCL 236,142Securities domain Margin Stock RCL-F 0Securities domain Margin Stock RICH 0Securities domain Margin Stock RICH-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock RICHY 460,673Securities domain Margin Stock RICHY-F 0Securities domain Margin Stock RICHY-W2 0Securities domain Margin Stock RJH 45,556Securities domain Margin Stock RJH-F 13Securities domain Margin Stock RML 1,551,453Securities domain Margin Stock RML-F 3Securities domain Margin Stock ROCK 122Securities domain Margin Stock ROCK-F 0Securities domain Margin Stock ROH 129Securities domain Margin Stock ROH-F 0Securities domain Margin Stock ROJNA 586,181Securities domain Margin Stock ROJNA-F 66Securities domain Margin Stock RP 75,115Securities domain Margin Stock RPC 241,577Securities domain Margin Stock RPC-F 0Securities domain Margin Stock RP-F 0Securities domain Margin Stock RPH 171,648Securities domain Margin Stock RPH-F 0Both domains Margin Stock RS 2,022,086Derivatives domain Margin Stock RS 2,022,086Securities domain Margin Stock RS 2,022,086Both domains Margin Stock RS-F 0Derivatives domain Margin Stock RS-F 0Securities domain Margin Stock RS-F 0Securities domain Margin Stock RSP 663,663Securities domain Margin Stock RSP-F 0Securities domain Margin Stock RWI 98,061Securities domain Margin Stock RWI-F 0Both domains Margin Stock S 1,280,995Derivatives domain Margin Stock S 1,280,995Securities domain Margin Stock S 1,280,995Securities domain Margin Stock S & J 461

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock S & J-F 0Securities domain Margin Stock S11 100,968Securities domain Margin Stock S11-F 0Securities domain Margin Stock SAAM 162,281Securities domain Margin Stock SAAM-F 0Securities domain Margin Stock SABINA 244,643Securities domain Margin Stock SABINA-F 0Securities domain Margin Stock SAFARI 0Securities domain Margin Stock SAFARI-F 0Securities domain Margin Stock SALEE 51,147Securities domain Margin Stock SALEE-F 0Securities domain Margin Stock SAM 228,708Both domains Margin Stock SAMART 909,650Derivatives domain Margin Stock SAMART 909,650Securities domain Margin Stock SAMART 909,650Both domains Margin Stock SAMART-F 0Derivatives domain Margin Stock SAMART-F 0Securities domain Margin Stock SAMART-F 0Securities domain Margin Stock SAMART-W2 0Securities domain Margin Stock SAMCO 48,433Securities domain Margin Stock SAMCO-F 0Securities domain Margin Stock SAM-F 0Securities domain Margin Stock SAMTEL 124,308Securities domain Margin Stock SAMTEL-F 0Securities domain Margin Stock SANKO 44,016Securities domain Margin Stock SANKO-F 0Securities domain Margin Stock SANKO-W1 0Securities domain Margin Stock SAPPE 188,437Securities domain Margin Stock SAPPE-F 0Securities domain Margin Stock SAT 206,822Securities domain Margin Stock SAT-F 0Securities domain Margin Stock SAUCE 4,139Securities domain Margin Stock SAUCE-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock SAWAD 3,675,660Derivatives domain Margin Stock SAWAD 3,675,660Securities domain Margin Stock SAWAD 3,675,660Both domains Margin Stock SAWAD-F 0Derivatives domain Margin Stock SAWAD-F 0Securities domain Margin Stock SAWAD-F 0Securities domain Margin Stock SAWANG 524Securities domain Margin Stock SAWANG-F 0Securities domain Margin Stock SBPF 1,384Securities domain Margin Stock SC 1,394,797Both domains Margin Stock SCB 3,842,697Derivatives domain Margin Stock SCB 3,842,697Securities domain Margin Stock SCB 3,842,697Securities domain Margin Stock SCB11C2006A 0Both domains Margin Stock SCB-F 222Derivatives domain Margin Stock SCB-F 222Securities domain Margin Stock SCB-F 222Securities domain Margin Stock SCB-P 30Securities domain Margin Stock SCB-Q 0Securities domain Margin Stock SCBSET 0Both domains Margin Stock SCC 547,756Derivatives domain Margin Stock SCC 547,756Securities domain Margin Stock SCC 547,756Securities domain Margin Stock SCC11C2006A 0Securities domain Margin Stock SCCC 31,124Securities domain Margin Stock SCCC-F 0Both domains Margin Stock SCC-F 206Derivatives domain Margin Stock SCC-F 206Securities domain Margin Stock SCC-F 206Securities domain Margin Stock SC-F 0Securities domain Margin Stock SCG 2,160Securities domain Margin Stock SCG-F 0Securities domain Margin Stock SCI 410,883

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock SCI-F 0Securities domain Margin Stock SCN 560,131Securities domain Margin Stock SCN-F 0Securities domain Margin Stock SCP 44,239Securities domain Margin Stock SCP-F 0Securities domain Margin Stock SDC 358,179Securities domain Margin Stock SDC-F 0Securities domain Margin Stock SDC-W1 0Securities domain Margin Stock SE 32,170Securities domain Margin Stock SEAFCO 878,336Securities domain Margin Stock SEAFCO-F 0Securities domain Margin Stock SEAOIL 495,658Securities domain Margin Stock SEAOIL-F 0Securities domain Margin Stock SE-ED 18,730Securities domain Margin Stock SE-ED-F 0Securities domain Margin Stock SE-F 0Securities domain Margin Stock SEG 768Securities domain Margin Stock SEG-F 0Securities domain Margin Stock SELIC 170,299Securities domain Margin Stock SELIC-F 0Securities domain Margin Stock SENA 540,149Securities domain Margin Stock SENA-F 0Securities domain Margin Stock SF 1,306,979Both domains Margin Stock S-F 0Derivatives domain Margin Stock S-F 0Securities domain Margin Stock S-F 0Securities domain Margin Stock SF-F 0Securities domain Margin Stock SFLEX 304,775Securities domain Margin Stock SFLEX-F 0Securities domain Margin Stock SFP 6Securities domain Margin Stock SFP-F 0Securities domain Margin Stock SGF 1,684,038Securities domain Margin Stock SGF-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock SGF-P1 0Securities domain Margin Stock SGF-Q1 0Both domains Margin Stock SGP 706,733Derivatives domain Margin Stock SGP 706,733Securities domain Margin Stock SGP 706,733Both domains Margin Stock SGP-F 0Derivatives domain Margin Stock SGP-F 0Securities domain Margin Stock SGP-F 0Securities domain Margin Stock SHANG 425Securities domain Margin Stock SHANG-F 0Securities domain Margin Stock SHR 5,744,593Securities domain Margin Stock SHREIT 100,023Securities domain Margin Stock SHREIT-F 0Securities domain Margin Stock SHR-F 0Securities domain Margin Stock SIAM 166,415Securities domain Margin Stock SIAM-F 0Securities domain Margin Stock SIMAT 670,246Securities domain Margin Stock SIMAT-F 0Securities domain Margin Stock SIMAT-W3 0Securities domain Margin Stock SIMAT-W4 0Securities domain Margin Stock SINGER 784,412Securities domain Margin Stock SINGER-F 0Securities domain Margin Stock SINGER-W1 0Securities domain Margin Stock SINGER-W2 0Both domains Margin Stock SIRI 21,638,257Derivatives domain Margin Stock SIRI 21,638,257Securities domain Margin Stock SIRI 21,638,257Both domains Margin Stock SIRI-F 0Derivatives domain Margin Stock SIRI-F 0Securities domain Margin Stock SIRI-F 0Securities domain Margin Stock SIRIP 451Securities domain Margin Stock SIS 143,844Securities domain Margin Stock SISB 1,036,294

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock SISB-F 1Securities domain Margin Stock SIS-F 0Securities domain Margin Stock SITHAI 193,580Securities domain Margin Stock SITHAI-F 0Securities domain Margin Stock SKE 205,330Securities domain Margin Stock SKE-F 0Securities domain Margin Stock SKN 64,088Securities domain Margin Stock SKN-F 0Securities domain Margin Stock SKR 41,750Securities domain Margin Stock SKR-F 0Securities domain Margin Stock SKY 341,698Securities domain Margin Stock SKY-F 0Securities domain Margin Stock SLP 29,665Securities domain Margin Stock SLP-F 0Securities domain Margin Stock SMART 142,149Securities domain Margin Stock SMART-F 0Securities domain Margin Stock SMIT 44,134Securities domain Margin Stock SMIT-F 0Securities domain Margin Stock SMK 2,104Securities domain Margin Stock SMK-F 0Securities domain Margin Stock SMPC 183,058Securities domain Margin Stock SMPC-F 0Securities domain Margin Stock SMT 390,502Securities domain Margin Stock SMT-F 0Securities domain Margin Stock SNC 64,179Securities domain Margin Stock SNC-F 0Securities domain Margin Stock SNP 3,743Securities domain Margin Stock SNP-F 0Securities domain Margin Stock SOLAR 727,724Securities domain Margin Stock SOLAR-F 0Securities domain Margin Stock SONIC 130,108Securities domain Margin Stock SONIC-F 0Securities domain Margin Stock SORKON 445

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock SORKON-F 0Securities domain Margin Stock SPA 597,067Securities domain Margin Stock SPACK 87,423Securities domain Margin Stock SPACK-F 0Securities domain Margin Stock SPA-F 0Both domains Margin Stock SPALI 1,233,113Derivatives domain Margin Stock SPALI 1,233,113Securities domain Margin Stock SPALI 1,233,113Both domains Margin Stock SPALI-F 0Derivatives domain Margin Stock SPALI-F 0Securities domain Margin Stock SPALI-F 0Securities domain Margin Stock SPC 4,027Securities domain Margin Stock SPC-F 0Both domains Margin Stock SPCG 175,156Derivatives domain Margin Stock SPCG 175,156Securities domain Margin Stock SPCG 175,156Both domains Margin Stock SPCG-F 0Derivatives domain Margin Stock SPCG-F 0Securities domain Margin Stock SPCG-F 0Securities domain Margin Stock SPF 315,863Securities domain Margin Stock SPG 185Securities domain Margin Stock SPG-F 0Securities domain Margin Stock SPI 2,179Securities domain Margin Stock SPI-F 0Both domains Margin Stock SPRC 9,783,741Derivatives domain Margin Stock SPRC 9,783,741Securities domain Margin Stock SPRC 9,783,741Securities domain Margin Stock SPRIME 17,529Securities domain Margin Stock SPVI 1,362,309Securities domain Margin Stock SPVI-F 0Securities domain Margin Stock SQ 509,851Securities domain Margin Stock SQ-F 0Securities domain Margin Stock SR 23,503

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock SR-F 0Securities domain Margin Stock SRICHA 40,112Securities domain Margin Stock SRICHA-F 0Securities domain Margin Stock SRIPANWA 2,995Securities domain Margin Stock SRIPANWA-F 0Securities domain Margin Stock SSC 536Securities domain Margin Stock SSC-F 0Securities domain Margin Stock SSF 7,091Securities domain Margin Stock SSF-F 0Securities domain Margin Stock SSI 0Securities domain Margin Stock SSI-F 0Securities domain Margin Stock SSP 248,320Securities domain Margin Stock SSPF 1,901Securities domain Margin Stock SSP-F 0Securities domain Margin Stock SSSC 29,462Securities domain Margin Stock SSSC-F 0Securities domain Margin Stock SST 18,297Securities domain Margin Stock SST-F 0Securities domain Margin Stock SSTRT 3,519Securities domain Margin Stock SSTRT-F 83Securities domain Margin Stock SST-W2 0Both domains Margin Stock STA 8,035,770Derivatives domain Margin Stock STA 8,035,770Securities domain Margin Stock STA 8,035,770Both domains Margin Stock STA-F 859Derivatives domain Margin Stock STA-F 859Securities domain Margin Stock STA-F 859Securities domain Margin Stock STANLY 12,836Securities domain Margin Stock STANLY-F 0Securities domain Margin Stock STAR 25,937Securities domain Margin Stock STAR-F 0Securities domain Margin Stock STARK 4,180,973Securities domain Margin Stock STARK-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock STC 207,631Securities domain Margin Stock STC-F 0Both domains Margin Stock STEC 3,264,434Derivatives domain Margin Stock STEC 3,264,434Securities domain Margin Stock STEC 3,264,434Both domains Margin Stock STEC-F 0Derivatives domain Margin Stock STEC-F 0Securities domain Margin Stock STEC-F 0Securities domain Margin Stock STHAI 0Securities domain Margin Stock STHAI-F 0Securities domain Margin Stock STI 60,111Securities domain Margin Stock STI-F 0Both domains Margin Stock STPI 1,575,187Derivatives domain Margin Stock STPI 1,575,187Securities domain Margin Stock STPI 1,575,187Both domains Margin Stock STPI-F 0Derivatives domain Margin Stock STPI-F 0Securities domain Margin Stock STPI-F 0Securities domain Margin Stock SUC 4,914Securities domain Margin Stock SUC-F 0Securities domain Margin Stock SUN 140,045Securities domain Margin Stock SUN-F 0Both domains Margin Stock SUPER 160,376,062Derivatives domain Margin Stock SUPER 160,376,062Securities domain Margin Stock SUPER 160,376,062Securities domain Margin Stock SUPEREIF 113,882Securities domain Margin Stock SUPEREIF-F 0Both domains Margin Stock SUPER-F 0Derivatives domain Margin Stock SUPER-F 0Securities domain Margin Stock SUPER-F 0Securities domain Margin Stock SUPER-W4 0Securities domain Margin Stock SUSCO 467,144Securities domain Margin Stock SUSCO-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock SUTHA 20,820Securities domain Margin Stock SUTHA-F 0Securities domain Margin Stock SVH 292Securities domain Margin Stock SVH-F 0Securities domain Margin Stock SVI 662,065Securities domain Margin Stock SVI-F 0Securities domain Margin Stock SVOA 986,085Securities domain Margin Stock SVOA-F 0Securities domain Margin Stock SWC 73,731Securities domain Margin Stock SWC-F 0Securities domain Margin Stock SWC-W1 0Securities domain Margin Stock SYMC 19,357Securities domain Margin Stock SYMC-F 0Securities domain Margin Stock SYNEX 294,814Securities domain Margin Stock SYNEX-F 0Securities domain Margin Stock SYNTEC 1,819,930Securities domain Margin Stock SYNTEC-F 0Securities domain Margin Stock T 659,389Securities domain Margin Stock TACC 1,390,985Securities domain Margin Stock TACC-F 0Securities domain Margin Stock TAE 402,361Securities domain Margin Stock TAE-F 0Securities domain Margin Stock TAKUNI 482,766Securities domain Margin Stock TAKUNI-F 0Securities domain Margin Stock TAKUNI-W 0Securities domain Margin Stock TAPAC 135,290Securities domain Margin Stock TAPAC-F 0Both domains Margin Stock TASCO 3,800,635Derivatives domain Margin Stock TASCO 3,800,635Securities domain Margin Stock TASCO 3,800,635Both domains Margin Stock TASCO-F 337Derivatives domain Margin Stock TASCO-F 337Securities domain Margin Stock TASCO-F 337

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TBSP 94Securities domain Margin Stock TBSP-F 0Securities domain Margin Stock TC 42,858Both domains Margin Stock TCAP 1,763,781Derivatives domain Margin Stock TCAP 1,763,781Securities domain Margin Stock TCAP 1,763,781Both domains Margin Stock TCAP-F 0Derivatives domain Margin Stock TCAP-F 0Securities domain Margin Stock TCAP-F 0Securities domain Margin Stock TCAP-P 0Securities domain Margin Stock TCAP-Q 0Securities domain Margin Stock TCC 270,814Securities domain Margin Stock TCCC 2,951Securities domain Margin Stock TCCC-F 0Securities domain Margin Stock TCC-F 0Securities domain Margin Stock TCC-W3 0Securities domain Margin Stock TCC-W4 0Securities domain Margin Stock TCC-W5 0Securities domain Margin Stock TC-F 0Securities domain Margin Stock TCJ 103,996Securities domain Margin Stock TCJ-F 0Securities domain Margin Stock TCMC 2,418,495Securities domain Margin Stock TCMC-F 0Securities domain Margin Stock TCOAT 95Securities domain Margin Stock TCOAT-F 0Securities domain Margin Stock TDEX 150,965Securities domain Margin Stock TEAM 97,515Securities domain Margin Stock TEAM-F 0Securities domain Margin Stock TEAMG 538,553Securities domain Margin Stock TEAMG-F 0Securities domain Margin Stock T-F 0Securities domain Margin Stock TFFIF 1,315,557Securities domain Margin Stock TFFIF-F 13

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TFG 2,956,910Securities domain Margin Stock TFG-F 0Securities domain Margin Stock TFI 57,939Securities domain Margin Stock TFI-F 0Securities domain Margin Stock TFMAMA 2,405Securities domain Margin Stock TFMAMA-F 0Securities domain Margin Stock TGPRO 1,333,800Securities domain Margin Stock TGPRO-F 0Securities domain Margin Stock TGPRO-W3 0Securities domain Margin Stock TH 38,270Securities domain Margin Stock TH100 462Both domains Margin Stock THAI 5,083,829Derivatives domain Margin Stock THAI 5,083,829Securities domain Margin Stock THAI 5,083,829Both domains Margin Stock THAI-F 0Derivatives domain Margin Stock THAI-F 0Securities domain Margin Stock THAI-F 0Securities domain Margin Stock THANA 17,691Securities domain Margin Stock THANA-F 0Both domains Margin Stock THANI 9,670,346Derivatives domain Margin Stock THANI 9,670,346Securities domain Margin Stock THANI 9,670,346Both domains Margin Stock THANI-F 0Derivatives domain Margin Stock THANI-F 0Securities domain Margin Stock THANI-F 0Both domains Margin Stock THCOM 2,018,019Derivatives domain Margin Stock THCOM 2,018,019Securities domain Margin Stock THCOM 2,018,019Both domains Margin Stock THCOM-F 0Derivatives domain Margin Stock THCOM-F 0Securities domain Margin Stock THCOM-F 0Securities domain Margin Stock THE 89,420Securities domain Margin Stock THE-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TH-F 0Securities domain Margin Stock THG 108,557Securities domain Margin Stock THG-F 0Securities domain Margin Stock THIP 7,231Securities domain Margin Stock THIP-F 0Securities domain Margin Stock THL 0Securities domain Margin Stock THL-F 0Securities domain Margin Stock THMUI 97,980Securities domain Margin Stock THMUI-F 0Securities domain Margin Stock THRE 2,389,501Securities domain Margin Stock THRE-F 0Securities domain Margin Stock THREL 484,280Securities domain Margin Stock THREL-F 0Securities domain Margin Stock TIF1 3,898Securities domain Margin Stock TIGER 9,391Securities domain Margin Stock TIGER-F 0Securities domain Margin Stock TIP 67,217Securities domain Margin Stock TIPCO 247,042Securities domain Margin Stock TIPCO-F 0Securities domain Margin Stock TIP-F 0Both domains Margin Stock TISCO 2,116,779Derivatives domain Margin Stock TISCO 2,116,779Securities domain Margin Stock TISCO 2,116,779Both domains Margin Stock TISCO-F 1Derivatives domain Margin Stock TISCO-F 1Securities domain Margin Stock TISCO-F 1Securities domain Margin Stock TISCO-P 0Securities domain Margin Stock TISCO-Q 0Securities domain Margin Stock TITLE 86,099Securities domain Margin Stock TITLE-F 0Securities domain Margin Stock TIW 31Securities domain Margin Stock TIW-F 0Securities domain Margin Stock TK 60,749

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TK-F 0Both domains Margin Stock TKN 4,874,138Derivatives domain Margin Stock TKN 4,874,138Securities domain Margin Stock TKN 4,874,138Both domains Margin Stock TKN-F 13Derivatives domain Margin Stock TKN-F 13Securities domain Margin Stock TKN-F 13Securities domain Margin Stock TKS 108,595Securities domain Margin Stock TKS-F 0Securities domain Margin Stock TKT 28,614Securities domain Margin Stock TKT-F 0Securities domain Margin Stock TLGF 248,623Securities domain Margin Stock TLHPF 964Securities domain Margin Stock TM 141,311Both domains Margin Stock TMB 76,481,708Derivatives domain Margin Stock TMB 76,481,708Securities domain Margin Stock TMB 76,481,708Both domains Margin Stock TMB-F 0Derivatives domain Margin Stock TMB-F 0Securities domain Margin Stock TMB-F 0Securities domain Margin Stock TMC 78,783Securities domain Margin Stock TMC-F 0Securities domain Margin Stock TMD 2,466Securities domain Margin Stock TMD-F 0Securities domain Margin Stock TM-F 0Securities domain Margin Stock TMI 93,939Securities domain Margin Stock TMI-F 0Securities domain Margin Stock TMILL 91,571Securities domain Margin Stock TMILL-F 0Securities domain Margin Stock TMT 28,907Securities domain Margin Stock TMT-F 0Securities domain Margin Stock TMW 4,753Securities domain Margin Stock TMW-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TNDT 88,853Securities domain Margin Stock TNDT-F 0Securities domain Margin Stock TNH 7,586Securities domain Margin Stock TNH-F 0Securities domain Margin Stock TNITY 20,640Securities domain Margin Stock TNITY-F 0Securities domain Margin Stock TNITY-W1 0Securities domain Margin Stock TNL 54Securities domain Margin Stock TNL-F 0Securities domain Margin Stock TNP 310,348Securities domain Margin Stock TNPC 31,914Securities domain Margin Stock TNPC-F 0Securities domain Margin Stock TNPF 12,649Securities domain Margin Stock TNP-F 0Securities domain Margin Stock TNPF-F 0Securities domain Margin Stock TNR 38,949Securities domain Margin Stock TNR-F 0Securities domain Margin Stock TOA 526,350Securities domain Margin Stock TOA-F 0Securities domain Margin Stock TOG 21,949Securities domain Margin Stock TOG-F 0Both domains Margin Stock TOP 4,782,031Derivatives domain Margin Stock TOP 4,782,031Securities domain Margin Stock TOP 4,782,031Both domains Margin Stock TOP-F 0Derivatives domain Margin Stock TOP-F 0Securities domain Margin Stock TOP-F 0Securities domain Margin Stock TOPP 17Securities domain Margin Stock TOPP-F 0Securities domain Margin Stock TPA 2,562Securities domain Margin Stock TPAC 14,797Securities domain Margin Stock TPAC-F 0Securities domain Margin Stock TPA-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TPBI 43,400Securities domain Margin Stock TPBI-F 0Securities domain Margin Stock TPCH 251,189Securities domain Margin Stock TPCH-F 0Securities domain Margin Stock TPCORP 440Securities domain Margin Stock TPCORP-F 0Both domains Margin Stock TPIPL 3,190,518Derivatives domain Margin Stock TPIPL 3,190,518Securities domain Margin Stock TPIPL 3,190,518Both domains Margin Stock TPIPL-F 0Derivatives domain Margin Stock TPIPL-F 0Securities domain Margin Stock TPIPL-F 0Securities domain Margin Stock TPIPP 2,773,883Securities domain Margin Stock TPIPP-F 0Securities domain Margin Stock TPLAS 190,568Securities domain Margin Stock TPLAS-F 0Securities domain Margin Stock TPOLY 519,529Securities domain Margin Stock TPOLY-F 0Securities domain Margin Stock TPP 426Securities domain Margin Stock TPP-F 0Securities domain Margin Stock TPRIME 14,857Securities domain Margin Stock TPRIME-F 0Securities domain Margin Stock TPS 161,411Securities domain Margin Stock TPS-F 0Securities domain Margin Stock TQM 394,348Securities domain Margin Stock TQM-F 0Securities domain Margin Stock TR 1,004Securities domain Margin Stock TRC 4,612,935Securities domain Margin Stock TRC-F 0Securities domain Margin Stock TR-F 0Securities domain Margin Stock TRITN 7,006,460Securities domain Margin Stock TRITN-F 0Securities domain Margin Stock TRITN-W3 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TRT 66,105Securities domain Margin Stock TRT-F 0Securities domain Margin Stock TRU 44,156Securities domain Margin Stock TRUBB 2,292,964Securities domain Margin Stock TRUBB-F 0Both domains Margin Stock TRUE 33,234,661Derivatives domain Margin Stock TRUE 33,234,661Securities domain Margin Stock TRUE 33,234,661Both domains Margin Stock TRUE-F 0Derivatives domain Margin Stock TRUE-F 0Securities domain Margin Stock TRUE-F 0Securities domain Margin Stock TRUE-P 0Securities domain Margin Stock TRUE-Q 0Securities domain Margin Stock TRU-F 0Securities domain Margin Stock TSC 316Securities domain Margin Stock TSC-F 0Securities domain Margin Stock TSE 3,257,814Securities domain Margin Stock TSE-F 0Securities domain Margin Stock TSF 0Securities domain Margin Stock TSF-F 0Securities domain Margin Stock TSI 285,886Securities domain Margin Stock TSI-F 0Securities domain Margin Stock TSR 89,270Securities domain Margin Stock TSR-F 0Securities domain Margin Stock TSTE 277Securities domain Margin Stock TSTE-F 0Securities domain Margin Stock TSTH 253,299Securities domain Margin Stock TSTH-F 0Both domains Margin Stock TTA 2,933,197Derivatives domain Margin Stock TTA 2,933,197Securities domain Margin Stock TTA 2,933,197Both domains Margin Stock TTA-F 0Derivatives domain Margin Stock TTA-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock TTA-F 0Both domains Margin Stock TTCL 941,252Derivatives domain Margin Stock TTCL 941,252Securities domain Margin Stock TTCL 941,252Both domains Margin Stock TTCL-F 0Derivatives domain Margin Stock TTCL-F 0Securities domain Margin Stock TTCL-F 0Securities domain Margin Stock TTCL-W1 0Securities domain Margin Stock TTI 13Securities domain Margin Stock TTI-F 0Securities domain Margin Stock TTLPF 560Securities domain Margin Stock TTT 1,194Both domains Margin Stock TTW 945,350Derivatives domain Margin Stock TTW 945,350Securities domain Margin Stock TTW 945,350Both domains Margin Stock TTW-F 0Derivatives domain Margin Stock TTW-F 0Securities domain Margin Stock TTW-F 0Both domains Margin Stock TU 5,294,877Derivatives domain Margin Stock TU 5,294,877Securities domain Margin Stock TU 5,294,877Both domains Margin Stock TU-F 937Derivatives domain Margin Stock TU-F 937Securities domain Margin Stock TU-F 937Securities domain Margin Stock TU-PF 553Securities domain Margin Stock TVD 1,064,334Securities domain Margin Stock TVD-F 0Securities domain Margin Stock TVD-W2 0Securities domain Margin Stock TVI 58,356Securities domain Margin Stock TVI-F 0Both domains Margin Stock TVO 232,863Derivatives domain Margin Stock TVO 232,863Securities domain Margin Stock TVO 232,863

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Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Both domains Margin Stock TVO-F 0Derivatives domain Margin Stock TVO-F 0Securities domain Margin Stock TVO-F 0Securities domain Margin Stock TVT 83,647Securities domain Margin Stock TVT-F 0Securities domain Margin Stock TWP 38,697Securities domain Margin Stock TWPC 553,903Securities domain Margin Stock TWPC-F 0Securities domain Margin Stock TWP-F 0Securities domain Margin Stock TWZ 2,809,837Securities domain Margin Stock TWZ-F 0Securities domain Margin Stock TYCN 4,398Securities domain Margin Stock TYCN-F 0Securities domain Margin Stock U 5,862,081Securities domain Margin Stock UAC 104,970Securities domain Margin Stock UAC-F 0Securities domain Margin Stock UAC-W2 0Securities domain Margin Stock UBIS 14,903Securities domain Margin Stock UBIS-F 0Securities domain Margin Stock UEC 91,462Securities domain Margin Stock UEC-F 0Securities domain Margin Stock U-F 0Securities domain Margin Stock UKEM 984,230Securities domain Margin Stock UKEM-F 0Securities domain Margin Stock UMI 336,340Securities domain Margin Stock UMI-F 0Securities domain Margin Stock UMS 9,484Securities domain Margin Stock UMS-F 0Both domains Margin Stock UNIQ 834,243Derivatives domain Margin Stock UNIQ 834,243Securities domain Margin Stock UNIQ 834,243Both domains Margin Stock UNIQ-F 0Derivatives domain Margin Stock UNIQ-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock UNIQ-F 0Securities domain Margin Stock UOBKH 4,830Securities domain Margin Stock UOBKH-F 0Securities domain Margin Stock UP 190Securities domain Margin Stock U-P 298,914Securities domain Margin Stock UPA 1,076,001Securities domain Margin Stock UPA-F 0Securities domain Margin Stock UPF 175Securities domain Margin Stock UP-F 0Securities domain Margin Stock UPF-F 0Securities domain Margin Stock UPOIC 3,016Securities domain Margin Stock UPOIC-F 0Securities domain Margin Stock U-Q 0Securities domain Margin Stock URBNPF 1,268Securities domain Margin Stock UREKA 996,673Securities domain Margin Stock UREKA-F 0Securities domain Margin Stock UT 161Securities domain Margin Stock UT-F 0Securities domain Margin Stock UTP 437,077Securities domain Margin Stock UTP-F 0Securities domain Margin Stock UV 1,069,301Securities domain Margin Stock UVAN 29,985Securities domain Margin Stock UVAN-F 0Securities domain Margin Stock UV-F 0Securities domain Margin Stock U-W4 0Securities domain Margin Stock UWC 2,640,330Securities domain Margin Stock UWC-F 0Securities domain Margin Stock VARO 1,940Securities domain Margin Stock VARO-F 0Securities domain Margin Stock VAYU1 0Securities domain Margin Stock VCOM 682,531Securities domain Margin Stock VCOM-F 0Both domains Margin Stock VGI 4,433,663

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Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Derivatives domain Margin Stock VGI 4,433,663Securities domain Margin Stock VGI 4,433,663Both domains Margin Stock VGI-F 0Derivatives domain Margin Stock VGI-F 0Securities domain Margin Stock VGI-F 0Securities domain Margin Stock VGI-W2 0Securities domain Margin Stock VI 0Securities domain Margin Stock VIBHA 886,021Securities domain Margin Stock VIBHA-F 0Securities domain Margin Stock VIBHA-W3 0Securities domain Margin Stock VI-F 0Securities domain Margin Stock VIH 140,763Securities domain Margin Stock VIH-F 0Securities domain Margin Stock VL 1,820,203Securities domain Margin Stock VL-F 0Both domains Margin Stock VNG 138,748Derivatives domain Margin Stock VNG 138,748Securities domain Margin Stock VNG 138,748Both domains Margin Stock VNG-F 0Derivatives domain Margin Stock VNG-F 0Securities domain Margin Stock VNG-F 0Securities domain Margin Stock VNT 250,495Securities domain Margin Stock VNT-F 0Securities domain Margin Stock VPO 79,979Securities domain Margin Stock VPO-F 0Securities domain Margin Stock VRANDA 82,931Securities domain Margin Stock VRANDA-F 0Securities domain Margin Stock W 8,203,699Securities domain Margin Stock WACOAL 136Securities domain Margin Stock WACOAL-F 0Securities domain Margin Stock WAVE 22,941Securities domain Margin Stock WAVE-F 0Securities domain Margin Stock W-F 0

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Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock WG 106Securities domain Margin Stock WG-F 0Both domains Margin Stock WHA 30,620,691Derivatives domain Margin Stock WHA 30,620,691Securities domain Margin Stock WHA 30,620,691Securities domain Margin Stock WHABT 2,008Securities domain Margin Stock WHABT-F 0Both domains Margin Stock WHA-F 0Derivatives domain Margin Stock WHA-F 0Securities domain Margin Stock WHA-F 0Securities domain Margin Stock WHART 185,339Securities domain Margin Stock WHART-F 0Securities domain Margin Stock WHAUP 1,511,014Securities domain Margin Stock WHAUP-F 0Securities domain Margin Stock WICE 1,139,159Securities domain Margin Stock WICE-F 0Securities domain Margin Stock WIIK 574,208Securities domain Margin Stock WIIK-F 0Securities domain Margin Stock WIIK-W2 0Securities domain Margin Stock WIN 33,789Securities domain Margin Stock WIN-F 0Securities domain Margin Stock WINNER 69,059Securities domain Margin Stock WINNER-F 0Securities domain Margin Stock WORK 1,632,903Securities domain Margin Stock WORK-F 0Securities domain Margin Stock WORLD 0Securities domain Margin Stock WORLD-F 0Securities domain Margin Stock WP 96,999Securities domain Margin Stock WP-F 0Securities domain Margin Stock WPH 35,024Securities domain Margin Stock WPH-F 0Securities domain Margin Stock WR 0Securities domain Margin Stock WR-F 0

Page 69: Concentration Limit Collateral Settlement Domain Coverage Collateral … · 2020. 6. 25. · Settlement Domain Coverage Collateral Type Collateral Instrument Concentration Limit Concentration

Settlement Domain Coverage Collateral TypeCollateral Instrument

Concentration Limit

Concentration Limit

Effective date: 1 Jul 2020

Securities domain Margin Stock W-W2 0Securities domain Margin Stock W-W3 0Securities domain Margin Stock XO 158,884Securities domain Margin Stock XO-F 0Securities domain Margin Stock YCI 0Securities domain Margin Stock YCI-F 0Securities domain Margin Stock YGG 213,663Securities domain Margin Stock YGG-F 0Securities domain Margin Stock YUASA 21,916Securities domain Margin Stock YUASA-F 0Securities domain Margin Stock ZEN 172,172Securities domain Margin Stock ZEN-F 0Securities domain Margin Stock ZIGA 122,072Securities domain Margin Stock ZIGA-F 0Securities domain Margin Stock ZMICO 468,648Securities domain Margin Stock ZMICO-F 0Securities domain Margin Stock ZMICO-W4 0

Remark : BOT Bond is included in Government Bond